Question: Exercise 2.6. Let Bt be a standard Brownian motion and let {F} denote the usual filtration. Suppose s < t. Compute the following. 1.

Exercise 2.6. Let Bt be a standard Brownian motion and let {F}

Exercise 2.6. Let Bt be a standard Brownian motion and let {F} denote the usual filtration. Suppose s < t. Compute the following. 1. E[B | F] 2. E[B | Fs] 3. E[B | Fs] 4. E[eBt-2 | Fs]

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