Problem 5(10pt). Consider the stochastic process Xt which satisfies the stochastic differential equation dXt=(Xt)dt+dBt where ,, and are constants and Bt is the usual Brownian motion process. Consider the stochastic process Y define as Yt=Xt2. Apply It's rule to derive the stochastic differential equation followed by the process Yt. Problem 5(10pt). Consider the stochastic process Xt which satisfies the stochastic differential equation dXt=(Xt)dt+dBt where ,, and are constants and Bt is the usual Brownian motion process. Consider the stochastic process Y define as Yt=Xt2. Apply It's rule to derive the stochastic differential equation followed by the process Yt