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Two diffusion processes X and Y satisfy dX = (2 + 5t + X) dt + 3d71 dY = 4Y dt + 8Y dZ1 +

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Two diffusion processes X and Y satisfy dX = (2 + 5t + X) dt + 3d71 dY = 4Y dt + 8Y dZ1 + 6dZ2 Where 21 and 22 are two Brownian motions with p(21,22) = 0.2. By using the Ito's lemma, find dynamics of eyx Two diffusion processes X and Y satisfy dX = (2 + 5t + X) dt + 3d71 dY = 4Y dt + 8Y dZ1 + 6dZ2 Where 21 and 22 are two Brownian motions with p(21,22) = 0.2. By using the Ito's lemma, find dynamics of eyx

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