\begin{equation} Z(t) = \exp (a W(t)) \end{equation}
I am asked to find $dZ$. I am pretty sure it can be done using Ito's lemma. But in all my textbook (Bjork) examples Ito's lemma is giving from a $dZ$ function and not the other way around.
My question: I want to use Ito's lemma to find $dZ$. How do I define my $f$ (from the standard Ito's lemma formulation) function?