Task 2 [20] .Two diffusion processes X and Y satisfy dX = (2 + 5t + X) dt + 3d21 dY = 4Y dt + 8Y DZ1 + 6d22 Where Z1 and Z2 are two Brownian motions with p(21,22) = 0.2. By using the Its lemma, find dynamics of Y sin(x), Y.X, e'x and sin(Y) Task 2 [20] .Two diffusion processes X and Y satisfy dX = (2 + 5t + X) dt + 3d21 dY = 4Y dt + 8Y DZ1 + 6d22 Where Z1 and Z2 are two Brownian motions with p(21,22) = 0.2. By using the Its lemma, find dynamics of Y sin(x), Y.X, e'x and sin(Y)