Question: I need help with this question. Anything will be super helpful. Thank you Problem 8. Consider the stochastic process X which satisfies the stochastic differ-

I need help with this question. Anything will be super helpful. Thank you

Problem 8. Consider the stochastic process X which satisfies the stochastic differ- ential equation dXt = 2(4 - Xt) dt + 3dZt where Z is the usual Brownian motion process. Consider the stochastic process Y define as Yt = 1/Xt. Your are given that dyt = a(Yt) dt + B(Y+)dZt for some functions a(y) and B(y). Compute a(0.25) + 3(0.25)

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