Question: Use Ito's formula to write the following stochastic processes Yt on the standard form dyt = m(Xt, t ) dt + s(Xt, t ) dXt

Use Ito's formula to write the following stochastic processes Yt on

Use Ito's formula to write the following stochastic processes Yt on the standard form dyt = m(Xt, t ) dt + s(Xt, t ) dXt for suitable choices of m() and s(): (a) Yt = X2 (b) Yt = 2+ t+ exp(Xt) (c) Yt = exp (2) sin Xt (d) Yt = (X+ + t) exp (- Xt - zt)

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