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Brownian Motion Assignment | Assignment Help Services

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September 16th, 2019

Let W(t) be a Brownian motion. For each of the following processes, verify whether it is a martingale process:(1) X(t)=W^2(t)−t(2) X(t)=W^3(t)−3tW(t)(3) X(t)=t^2W(t)−2∫uW(u)du  (The limit on the integral is 0 to t)(4) X(t)=W^2(t)

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