Let H be a Wiener process. Consider the geometric process S again:
![166_cc.jpg](https://secure.tutorsglobe.com/CMSImages/166_cc.jpg)
(a) Calculate dSt.
(b) What is the "expected rate of change" of St?
(c) If the exponential term in the definition of St, did not contain the 1/2σ2t term, what would be the dSt? What would then be the expected change inSt?