Question: This question is from https://www.coursehero.com/u/file/74219022/Tutorial-6pdf/#question Detailed explanation appreciated 1. Q. 11, set 6. (a) It is known that the process B? - h(t) is a

This question is from https://www.coursehero.com/u/file/74219022/Tutorial-6pdf/#question

Detailed explanation appreciated

This question is from https://www.coursehero.com/u/file/74219022/Tutorial-6pdf/#questionDetailed explanation appreciated 1. Q. 11, set 6.

1. Q. 11, set 6. (a) It is known that the process B? - h(t) is a martingale with mean zero. Find h(t). (b) It is known that the process eBig(t) is a martingale with mean one. Find g (1 )

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