Option Pricing Models Are Based on Ito Processes $Y _ { t }$

Multiple Choice

Option pricing models are based on Ito processes. Which of the following statements best describes Ito processes? Ito processes $Y _ { t }$ are

A) A special case of Wiener processes $W _ { t }$ .
B) Are functions of Wiener processes: in SDE form, $d Y ( t ) = a d t + b d W ( t )$ .
C) Are functions of Wiener processes: in SDE form, $d Y ( t ) = a d t + b d W ( t )$ , with the restriction that $\alpha$ and $b$ have to be constants.
D) Are functions of Wiener processes: in SDE form, $d Y ( t ) = a d t + b d W ( t )$ , with the restriction that $\alpha$ and $b$ have to be constants or functions of time $t$ alone.