Question: Problem-2: Consider a rundom walk with drift and noise: where {} is white noise with E[ ] . of > 0, An - m -

Problem-2: Consider a rundom walk with drift and noise: where {}

Problem-2: Consider a rundom walk with drift and noise: where {} is white noise with E[ ] . of > 0, An - m - mul ford is white noise with E[wil = 0: > 0; Elen.] =0 for any t and s; the = 0; my is a non stochastic initial value. (a) Show that Di =ext + + Dawn (b) Compute /4 = Ely] () Compute +(0) = Var[v]. (d) Compute (A) = Coyly. V-Al for he

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