Solve the following SDEs using the general integrating factor method with \(X_{0}=0\) :

(a) \(d X_{t}=\frac{X_{t}}{t} d t+\sigma t X_{t} d B_{t}\),

(b) \(d X_{t}=X_{t}^{\alpha}+\sigma X_{t} d B_{t}\). For what values of \(\alpha\) the solution of the equation explodes (is equal to \(\infty\) or \(-\infty\) for a finite time \(t\) ).