Determine the probability distribution (including mean and variance) of the stochastic integral (int_{0}^{2 pi} sin (t) d

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Determine the probability distribution (including mean and variance) of the stochastic integral $\int_{0}^{2 \pi} \sin (t) d B_{t}$.

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Introduction To Stochastic Finance With Market Examples

ISBN: 9781032288277

2nd Edition

Authors: Nicolas Privault

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Question Posted: Feb 25, 2024 08:00 AM

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Determine the probability distribution (including mean and variance) of the stochastic integral (int_{0}^{2 pi} sin (t) d

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By Proposition 412 the stochastic ...View the full answer

Introduction To Stochastic Finance With Market Examples

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