Question: olve the stochastic differential equations: a) dX(t) = X(t)dt +X (t)dW(t) X (0) = 1 %3D b) 1 dX(t) cos(W (t))dt sin(W (t))dW(t) X

olve the stochastic differential equations: a) dX(t) = X(t)dt +X (t)dW(t) X

olve the stochastic differential equations: a) dX(t) = X(t)dt +X (t)dW(t) X (0) = 1 %3D b) 1 dX(t) cos(W (t))dt sin(W (t))dW(t) X (0) = 1 c) What process(es) X(t) is (are) such that t t dX(t) = exp(5 + W(t))dt+ exp(5+ W(t))dW(t)

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