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please show the details Exercise1:(6 points) In the following B(t), Bi(t) and B2(t) are standard Brownian motion. A- Let Xt = cos(B(t) ) and Yt

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Exercise1:(6 points) In the following B(t), Bi(t) and B2(t) are standard Brownian motion. A- Let Xt = cos(B(t) ) and Yt = sin(B(t)). Write down dX, and dyt as a Yt + B X, and y Xt + 7 Yt respectively. ( Here a, B, , n ) are differential coefficients to be determined

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