Suppose that A and B follow geometric brownian motion, where zA, and zB follow wiener process(adsbygoogle = window.adsbygoogle || []).push({});

dA/A=a*dt+b*dzA

dB/B=c*dt+d*dzB

dzA*dzB=e*dt

What stochastic process does A/B follow?

This is not a homework question(I am sure it's almost trivially easy to those who learned the stuff). I am very new to the stuff and would anyone be kind enough to show me the result and derivation?

I have browsed through textbooks yet none of them have a similar example.

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# Easy question on stochastic process

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