Prove by induction that [int_{0}^{T} B_{t}^{k} d B_{t}=frac{B_{T}^{k+1}}{k+1}-frac{k}{2} int_{0}^{T} B_{t}^{k-1} d t]
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Prove by induction that
\[\int_{0}^{T} B_{t}^{k} d B_{t}=\frac{B_{T}^{k+1}}{k+1}-\frac{k}{2} \int_{0}^{T} B_{t}^{k-1} d t\]
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Related Book For
Quantitative Finance
ISBN: 9781118629956
1st Edition
Authors: Maria Cristina Mariani, Ionut Florescu
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