Give an example and explain what is meant by a) A stochastic differential equation (SDE) b) Using examples explain differences between solving the SDE and the usual ordinary differential equation c) State the ITO's Lemma d) Using the ITO's lemma or otherwise solve the following SDE i) dxt=xtdt+Bt ii) dBt=rBtdt iii) dSt=St(dt+dzt) iv) dCt=r(t)C(t)dt Where Xt Stochastic random process, St price of the underlying at @ t Zt= Standard Brownian Motion at time t Ct value at time t of 1 investment at time 0