From previous experience, I've found that when you are asked to derive a SDE (f(Xt), for example), you don't leave it in terms of Xt: you substitute Ft back into the equation. However, I've done X2 recently and the solutions have adopted 2 different approaches here: Q2.3iii) leaves dGt in terms of Xt Q2.5iii) substitutes Xt=1/Gt to put dGt in terms of Gt Is there any particular reason to choose one or the other that I should look out for?