Question: YX. Two diffusion processes X and Y satisfy dX = (2 + 5t + X) dt + 3d71 dY = 4Y dt + 8Y dZ1

YX. Two diffusion processes X and Y satisfy dX = (2

+ 5t + X) dt + 3d71 dY = 4Y dt +

YX.

Two diffusion processes X and Y satisfy dX = (2 + 5t + X) dt + 3d71 dY = 4Y dt + 8Y dZ1 + 6dZ2 Where 21 and 22 are two Brownian motions with p(21,22) = 0.2. By using the Ito's lemma, find dynamics of Two diffusion processes X and Y satisfy dX = (2 + 5t + X) dt + 3d71 dY = 4Y dt + 8Y dZ1 + 6dZ2 Where 21 and 22 are two Brownian motions with p(21,22) = 0.2. By using the Ito's lemma, find dynamics of

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