Question: let w(t) be a standard brownIan motion Question 4: Let W (t) be a standard Brownian motion. Define X(t) = exp{W (t)}, for all t

let w(t) be a standard brownIan motion

Question 4: Let W (t) be a standard Brownian motion. Define X(t) = exp{W (t)}, for all t E [0, co). (a) Find E [X (t) ], for all t E [0, co). (4 marks) (b) Find V [X(t)], for all t E [0, co). (4 marks) (c) Let 0

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