Hello, I'm trying to complete a course on SDE and I need to solve two stochastic differential equations.

They are supposed to be easy, but I'm still a beginner and to be honest I'm quite stuck .

The equations are the following:

dX_{t }= dt + dW_{t}^{x}

dY_{t }= X_{t}dW_{t}^{y }Where dW_{t}^{x}and dW_{t}^{y}are uncorrelated Brownian motions.

Any answers or suggestions will be greatly appreciated! Thanks a lot!!