Question: If e is a random sample from a standard normal distribution, which of the following is the change in a Wiener process in time Dt

  1. Ife is a random sample from a standard normal distribution, which of the following is the change in a Wiener process in timeDt.
  2. e times the square root ofDt
  3. e timesDt
  4. Dt times the square root ofe
  5. The square root ofe times the square root ofDt

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