Show that the process M(t) := W2(t) t is a martingale, that is, that E[M(t)M(s)] =
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One way to show this is to use It os rule dW 2 2 WdW ...View the full answer
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Related Book For
Organic Chemistry
ISBN: 9788120307209
6th Edition
Authors: Robert Thornton Morrison, Robert Neilson Boyd
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