Question: Question 2 Let Wt be a standard Wiener process. a) Is Xt := Wa Wiener process? Explain why. b) Find the probability distribution (including mean

Question 2 Let Wt be a standard Wiener process. a) Is

Question 2 Let Wt be a standard Wiener process. a) Is Xt := Wa Wiener process? Explain why. b) Find the probability distribution (including mean and variance) of ST t2dW+. c) Apply Its Lemma to (cos(W+))2. d) Let s

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