Question: HAHA, please give me some help. Let {W/} so be a standard Brownian motion and suppose { X/},>n is given by the equa- tion X,

HAHA, please give me some help.

Let {W/} so be a standard Brownian motion and suppose { X/},>n is given by the equa- tion X, = (W2 - 1)2 + 2W.. (a) Derive the stochastic differential equation satisfied by { X,}. (b) Derive the decomposition of {X} into a martingale and a monotonic predictable pro- cess, if it is possible

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