Contrast the expected instantaneous rate of change r for a geometric Brownian motion stock price (St) and the expected return (r - 0.52)t on the stock lnSt over an interval of time [0,t]. Describe the difference in words. The value of a price process Yt = f(Xt,t) (e.g. call option) may depend on another process Xt (e.g., stock price) and time t: