Question: Let Wf be a Wiener process and t denote the time. Are the following stochastic processesmartingales? (a) X, = 2W, +t (b) X, = W?

Let Wf be a Wiener process and t denote the time. Are the following stochastic processesmartingales?

(a) X, = 2W, +t (b) X, = W? (c) X, W,-2

(a) X, = 2W, +t (b) X, = W? (c) X, W,-2 sW,ds (c) V,

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