Question: Given the Ito process with initial condition X(0) = 0. d X(t) = udt+od W(t) and the transformation Y(t) = a + b X(t) Find

Given the Ito process with initial condition X(0) = 0. d X(t) = udt+od W(t) and the transformation Y(t) = a + b X(t) Find the Ito process governing Y(t) and its initial condition Y(0)

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