Question: Let {Wt : t > 0} be a Brownian motion. Find for all 0 Let {Wt : t 2 0} be a Brownian motion. Find

Let {Wt : t 2 0} be a Brownian motion. Find for

all O s < t, (a) (b) (c) (d) E[VVsWt] E wt2]

Let {Wt : t > 0} be a Brownian motion. Find for all 0

Let {Wt : t 2 0} be a Brownian motion. Find for all O s < t, (a) (b) (c) (d) E[VVsWt] E wt2] E[VVs2VVt2] (Hint. For Z N(0, 1): E[z4] = 3) E[e2WtlFs]

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