Question: The process followed by a variable X is dX = mX dt+sX dz What is the coefficient of dt in the process for the square

The process followed by a variable X is

dX = mX dt+sX dz

What is the coefficient of dt in the process for the square of X.

2mX2+s2X2

2mX2+2s2X2

mX2+s2X2

2mX2

mX2+2s2X2

s2X2

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