Please provide it's answer as soon as possible.

i'll 08:02 9 3.40 4G KB/S VA 80 Homework .pdf Q . . . 2. (a) Consider the stochastic process X, = *+(x+" )ew,-to, where W is a standard Wiener process, and x, y, and S are constants. (i) What is Xo? (Recall that Wo = 0.) (ii) Is X a (local) martingale? (iii) Find the stochastic differential equation that X satisfies; in other words, apply Ito's lemma to X and simplify, writing the coefficients of dt and dW as functions of X. (b) Repeat the above questions with the stochastic process, Y = e(6-15 )tow, (x + (a -18) [ e(75-mu-ow. du + yl, e(to-Blu-ow.dW. ), where again, x, 7, and S are constants, as are a and B. 3. Consider the stochastic process I given by av, = (" + wv, at + paw , Let Y, = (V,)" . Using Ito's lemma, find the stochastic differential equation satisfied by Y; in other words, apply Ito's lemma to Y and simplify, writing the coefficients of dt and dW as functions of Y