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##d_t=\frac{1}{2}\sigma(X_t)\sigma'(X_t)d_t+\sigma(X_t)dW_t##

##X_0=x_0##

i) Let ##f(x)=\int^x_{x_0}\frac{dy}{\sigma(y)}##

and show ##(f^{-1})',(f^{-1})''##.

ii) Use i) and solve SDE.

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# SDE solution

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