Question: For o a positive constant, define the Ito processes X (t) and Z(t) as X(t) = 4+ | 5dW (u) + udu %3D t

For o a positive constant, define the Ito processes X (t) and

For o a positive constant, define the Ito processes X (t) and Z(t) as X(t) = 4+ | 5dW (u) + udu %3D t Z(t) = o? + W (u)dW(u) + / u'du (a) Find d[X, X](t) (b) Find d[Z, Z](t) (c) Find d[X, Z](t).

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