If I have a stochastic process given by
$$Y(t)=x+\int_s^t\frac{a(\tau)-\sigma(\tau)\gamma(\tau)}{Z(\tau)}d\tau + \int_s^t\frac{\gamma(\tau)}{Z(\tau)}dW(\tau)$$
where $X(s)=x$, how would I write it in differential form? If $s=0$ it would be
$$dY(t)=\frac{a(t)-\sigma(t)\gamma(t)}{Z(t)}dt + \frac{\gamma(t)}{Z(t)}dW(t).$$
But how do I do it if $t>s>0$?