Help with a problem

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cdbsmith
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Can some help me with this problem? Thanks!
 
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  • Text problem: By considering the function S(X) = (A + (1/α)X_t)^α, where A and α are constants, use Itô's lemma to show that S(X) satisfies dS = (1/3)S^(1/3) dt + S^(2/3) dX, and determine the value of α.
    Q3 - Itos Lemma.png
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