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

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.