Question: 20. Let $ X(t): t 0 % be a Brownian motion with variance parameter 2. Fort, s > 0, find E 4 X(s)X(t)5 .

20. Let $ X(t): t ≥ 0 % be a Brownian motion with variance parameter σ2. Fort, s > 0, find E 4 X(s)X(t)5 .

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