Question: Problem 5(10pt). Consider the stochastic process Xt which satisfies the stochastic differential equation dXt=(Xt)dt+dBt where ,, and are constants and Bt is the usual Brownian

Problem 5(10pt). Consider the stochastic process Xt which satisfies the stochastic

Problem 5(10pt). Consider the stochastic process Xt which satisfies the stochastic differential equation dXt=(Xt)dt+dBt where ,, and are constants and Bt is the usual Brownian motion process. Consider the stochastic process Y define as Yt=Xt2. Apply It's rule to derive the stochastic differential equation followed by the process Yt. Problem 5(10pt). Consider the stochastic process Xt which satisfies the stochastic differential equation dXt=(Xt)dt+dBt where ,, and are constants and Bt is the usual Brownian motion process. Consider the stochastic process Y define as Yt=Xt2. Apply It's rule to derive the stochastic differential equation followed by the process Yt

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