Hey nirmal019.
You need to use the generalized form of Ito's lemma to get the integral portion for the non-random and random components. Do you know these identities? (I'm sure you have been given these by your lecturer/professor).
Hi can you please help me with this problem,
For the Vasicek interest rate model with short rate process dr_{t} = K(θ-r_{t})dt + σ dW_{t}, show that the bond price B(t,T,r) can be found as B(t,T,r)=exp[A(t,T)r_{t}+Z(t,T)] for deterministic functions A(t,T) and Z(t,T). Find A(t,T) and Z(t,T).