someone can help me to solve this problem:
$B_t$ is a Standard Brownian Motion.
Using Ito formula, find drift and volatility of $Y_t$.
The result I found is $dY_t=B_tdt+t\cdot dB_t$ ...
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Let's say $X_t$ follows the process:
$dX_t=\mu dt+\sigma_1 dW_t^1 + \sigma_2 dW_t^2 $
I think I've checked ...