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3. Consider a stochastic process Xt governed by the equation dXt=Xt(dt+dWt) with unknown
constant and . It is known that the process Yt=Xt2 is governed by the equation dYt=Yt(dt+dWt)
Determine the value of and .

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  • 1. 3. Consider a stochastic process Xt governed by the equation dXt=Xt(dt+dWt) with unknown constant and . It is known that the process Yt=Xt2 is governed by the equation dYt=Yt(dt+dWt) Determine the value of and .