Use Ito's formula to write the following stochastic processes Yt on the standard form dyt = m(Xt, t) dt + s(Xt, t )dXt for suitable choices of m() and s(): (a) Yt = X? ( b) Yt = 2 + t+ exp(Xt) (c) Yt = exp (5) sin Xt ( d) Yt = (X+ + t) exp (- Xt - zt)