In: Math
Let S(t) be the price of dollar at time t, i.e. the number of euros per dollar. The behavior of S(t) through time is modeled by ??(?) ?(?) = ??? + ???(?) for a standard Brownian motion and real value µ and σ > 0. Now, let ?(?) = 1 ?(?) be the exchange rate of euro against the dollar. Show that U(t) satisfies the following stochastic differential equation. ??(?) ?(?) = (?2 − ?)?? − ???(?) # please help me with this question in detail, in an organized way . And please do not simply copy other's solution#