The aim of this exercise is to prove that the linear equation \(d Z_{t}=Z_{t^{-}} \mu d M_{t}, Z_{0}=1\) with \(\mu>-1\) has a unique solution. Assume that \(Z^{1}\) and \(Z^{2}\) are two solutions. W.l.g., we can assume that \(Z^{2}\) is strictly positive. Prove that \(Z^{1} / Z^{2}\) satisfies an ordinary differential equation with unique solution equal to 1 .