Which semimartingale representation does the process $U_t = 2 + t^2 + \sin(B_t)\;, t \in [0, \infty)$ satisfy?

46 Views Asked by At

Let $(B)_{t≥0}$ be a Brownian motion in $\mathbb{R}$ and let the process $(U)_{t≥0}$ defined by $$U_t = 2 + t^2 + \sin(B_t)\;, t \in [0, \infty).$$ Which semimartingale representation does the process $U$ satisfy? Thanks in advance for any help!