2. Let X(t)=ab(s)dW(s) be a process and (t) be a deterministic function of time. Using Ito's formula, show that the characteristic function of X(t) is given by E[eiuX(t)]=exp{2u20t2(s)d(s)},uR. 2. Let X(t)=ab(s)dW(s) be a process and (t) be a deterministic function of time. Using Ito's formula, show that the characteristic function of X(t) is given by E[eiuX(t)]=exp{2u20t2(s)d(s)},uR