Chapter 9.4, Problem 2E

Use Ito’s formula to show that the solutions of the SDE initial value problems $\begin{array}{l}\text{a}\text{. }\{\begin{array}{c}dy=\left(1-B\begin{array}{c}2\\ t\end{array}\right)e^{-2y}dt+2B_t{e}^{-y}d{B}_t\\ y(0)=0\end{array}\\ \text{b}\text{. }\{\begin{array}{c}dy=B_{t}dt+\sqrt[3]{9y^2}d{B}_t\\ y(0)=0\end{array}\end{array}$ are (a) $y(t)=\ln \left(1+B\begin{array}{c}2\\ t\end{array}\right)$ (b) $y(t)=\frac{1}{3}B\begin{array}{c}3\\ t\end{array}$.