1 point) Suppose that the random process Z- Z(t) is defined by the Ito process dZ(t) a dt + b dz, where z is a standard Wiener process and a and b are constants. Suppose the process Y(t) is defined by Y(t)- F(t, Z(t)). where F(t, X) is a smooth function of variables t and X This problem finds the Ito equation satisfied by Y (t). Define f(t, ) F(t, at bz). Then f is a smooth function of variables t and z, and (Type F as Ft, Fx as FX) (Type Fxx as FXX) After applying the version of Ito's lemma in the form, the stochastic differential equation that is satisfied by Y-F(t, Z) f(t, z) is dY - dt+ dz This is another version of Ito's lemma