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Let $V_t$ be a solution of the SDE $$dV_t=V_t(rdt+\sigma_t dW_t) $$ where $\sigma_t$ satisfies some other SDE $$d\sigma_t=\alpha(t,\sigma_t)dt+\beta(t,\sigma_t)dW^{\\ \prime}_t $$ and $W_t$ and $...