How can we write the following stochastic process $Xt=e^{-(Bt+t)^{2}}$ as stochastic itegral? Note that Bt is a standard BM. I'm guessing that we will need Itô's lemma to transform the expression, but I'm having a hard time to at least get started.
2026-03-26 11:23:58.1774524238
Develop a stochastic process into a stochastic integral
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