Question: 8.5.2 Let S.t/ be the position process corresponding to an OrnsteinUhlenbeck velocity V.t/. Assume that S.0/ D V.0/ D 0. Obtain the covariance between S.t/

8.5.2 Let S.t/ be the position process corresponding to an Ornstein–Uhlenbeck velocity V.t/. Assume that S.0/ D V.0/ D 0. Obtain the covariance between S.t/ and V.t/.

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