SDE Example: quadratic geometric BM

Show that the solution \(X_t\) of

\[ dX_t=X_t^2 dt + X_t dB_t\]

where \(X_0=1\) and \(B_t\)  is a standard Brownian motion has the representation

\[ X_t = \exp\Big( \int_0^t X_s ds -\frac12 t + B_t\Big)\]

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