At the page 125 (see 4.90) we consider function $u(t,W_t)=f(t,at+bW_t)$ and $a(\omega), b(\omega)$ are random functions. Why is it enough to consider function $u(t,x) = f(t,at+bx)$? What is unclear: f(t,at+bx) is random function, because a and b depend on $\omega$, but later we consider nonrandom function $u(t,x)$.
