Question: Use Itos Lemma to evaluate d[ln(S)]. For the following four problems, use Itos Lemma to determine the process followed by the specified equation, assuming that

Use Itˆo’s Lemma to evaluate d[ln(S)].
For the following four problems, use Itˆo’s Lemma to determine the process followed by the specified equation, assuming that S(t) follows
(a) Arithmetic Brownian motion, equation (20.8);
(b) A mean reverting process, equation (20.9); and
(c) Geometric Brownian motion, equation (20.11).

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