Question: Hi, please help me solve the problem as attached in the picture. 2. Given a three-dimensional Brownian Motion, and for processes defined by: X(t) =

Hi, please help me solve the problem as attached in the picture.

2. Given a three-dimensional Brownian Motion, and for processes defined by: X(t) = Wi(u) W2(u)dW3(u) vas 0 Y (t) = Y(0) + / 8(u)dW, (u) + W2(2) 0 Hero.com Z ( t ) = X(t) Y (t) urc with Y (0) being a positive constant and o(t) an adapted process. Is Z(t) a martingale

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