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Suppose dat = udt + odZt, where Z = (Zt)tejo,0) is a standard Brownian motion under the probability measure P. (a) For a > 2,

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Suppose dat = udt + odZt, where Z = (Zt)tejo,0) is a standard Brownian motion under the probability measure P. (a) For a > 2, find d(xf ) A axt -0- 2 [(uxt + 202(a -1)) dt + xtodZt] .0- 2 [(uxt + 0'a) dt + xtodZ.] C ax -2 [(uxt + 02(a -1)) dt + xtodZt Dax, [(ux+ + 202(a -1)) dt todZt E art [(uxt + 0? (a - 1)) dt + xlodZt]

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