Question: a) Suppose that a random variable Xt satisfies Xt N (0, 2). Use (B1.4) to show E(X4 t )=34 . b) Apply a) to

a) Suppose that a random variable Xt satisfies Xt ∼ N (0, σ2). Use (B1.4) to show E(X4 t )=3σ4 .

b) Apply

a) to show the assertion in Lemma 1.9, E ⎛ ⎝ j ((ΔWj ) 2 − Δtj ) ⎞ ⎠ 2 = 2 j (Δtj ) 2

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