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5. (a) Suppose X+ is a Brownian Motion, what is the SDE for the process F = et +x4 (b) Solve dy; = Y/?dt -

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5. (a) Suppose X+ is a Brownian Motion, what is the SDE for the process F = et +x4 (b) Solve dy; = Y/?dt - Y2dX, Y = 1, where X, is a Brownian Motion. 5. (a) Suppose X+ is a Brownian Motion, what is the SDE for the process F = et +x4 (b) Solve dy; = Y/?dt - Y2dX, Y = 1, where X, is a Brownian Motion

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