Question: please answer this question (a) Let (Xt)to be a stochastic process defined by frdW., tz0, where W = (Wn )r> is a Wiener martingale and

please answer this question

(a) Let (Xt)to be a stochastic process defined by frdW., tz0, where W = (Wn )r> is a Wiener martingale and f E H. Prove .tAs Cov(Xs, Xt) = E(XsXt) = E f? dr, for any s, t E [0, co), where s A t = min(s, t)

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