2. Let X₁, Yt be Itô processes. Using Itô's formula, prove d(X₂Y₂) = X₁dY₁ + Y¿dX₁ + dX₂dY₁. Using this, prove the following integration by parts formula, [x.dy. X,dY₂ = XtY₂ - XoYo- [Yax.-[ax.av.. dX,dYs.

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