Kindly help me get the solutions for these questions. Please show steps in derivations.

In the following, B, denotes a standard Brownian motion. Write down the general solution of the stochastic differential equation: dX, =-yXdi +odB, [1] (ii) Hence determine the solution of the stochastic differential equation: dR, = 0.8(4 - R, ) at + dB, where Ro = 5. [1] (iii) Find the distribution of the process R at time f and in the long-term. [3] [Total 5]The market price of a certain share is being modelled as a geometric Brownian motion. The price S, at time : 2 0 satisfies the equation: S1 = UIT OB, So where {B,,/2 0) is a standard Brownian motion and / and o are constants. (i) Show that the stochastic differential dS, can be written in the form: dS, = edB, redt, S, where q and c2 are constants you should specify. [3] (ii) Derive expressions for E[S,] and var[S,]. [4] (iii) Derive expressions for cov[S, , S,, ] and E[S,, |S, ] where 0 ch