Deriving law of motion from geometric Brownian motion

ldbc123

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May 18, 2021
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Question(s) is as pictured, I've been trying to solve this by using Ito's lemma, so any answer by using that method would be helpful. I can't quite figure out how to deal with the exponent of e very well. Thanks in advance for any help.
 
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Question(s) is as pictured, I've been trying to solve this by using Ito's lemma, so any answer by using that method would be helpful. I can't quite figure out how to deal with the exponent of e very well. Thanks in advance for any help.
What "literature" have you studied for research?
 
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