Question: 5.2. Let _S(t) be the position process corresponding to an Ornstein- Uhlenbeck velocity V(t). Assume that S(0) = V(0) = 0. Obtain the covariance between

5.2. Let _S(t) be the position process corresponding to an Ornstein-

Uhlenbeck velocity V(t). Assume that S(0) = V(0) = 0. Obtain the covariance between S(t) and V(t).

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