dXD) - C[a - XO}dr + bdzo, where Z() is a standard Brownian motion, X(0)-0. E[X(1)]-4- 4*exp(-2), Variance[X(infinity)]-16, and E[X(infinity)]=4. Let Y(t) = 1/X(t) 20. You are given that dy(t) = a(Y()dr+B(YO)(), for some functions a() and B). Determine a(V), any formula used to answer this question should be proved. dXD) - C[a - XO}dr + bdzo, where Z() is a standard Brownian motion, X(0)-0. E[X(1)]-4- 4*exp(-2), Variance[X(infinity)]-16, and E[X(infinity)]=4. Let Y(t) = 1/X(t) 20. You are given that dy(t) = a(Y()dr+B(YO)(), for some functions a() and B). Determine a(V), any formula used to answer this question should be proved