Let S(t) be a positive stochastic process that satisfies the generalised geometric Brownian motion differential equation dS(t)=(t)S(t)dt+(t)S(t)dB(t) where (t) and (t) are processes adapted to the filtration {F(t)}, t0, associated with the Brownian motion {B(t)}, t0. The solution to the above equation is given by S(t)=S(0)exp{0t(s)dB(s)+0t()s)212(s))ds} where S(0)>0 is nonrandom. Note that (t) and (t) are allowed to be time-varying and random. In general, is the $S(t)$ log-normal distribution? YES or NO Answer: Let S(t) be a positive stochastic process that satisfies the generalised geometric Brownian motion differential equation dS(t)=(t)S(t)dt+(t)S(t)dB(t) where (t) and (t) are processes adapted to the filtration {F(t)}, t0, associated with the Brownian motion {B(t)}, t0. The solution to the above equation is given by S(t)=S(0)exp{0t(s)dB(s)+0t()s)212(s))ds} where S(0)>0 is nonrandom. Note that (t) and (t) are allowed to be time-varying and random. In general, is the $S(t)$ log-normal distribution? YES or NO