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Please calculate the answer [aaaa] Suppose that { B, | t 2 0} is a standard Brownian motion with Bo = 0, and suppose further

Please calculate the answer [aaaa]

Suppose that { B, | t 2 0} is a standard Brownian motion with Bo = 0, and suppose further that the process { X, | t 2 0), Xo = a > 0, satisfies the stochastic differential equation dX, = X dB, + - dt. Estimate the (AX,)~ ~[aaaa]X? At + o( At)

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