2. Let Bt be the standard Brownian motion and Ft = σ(Bs, s≤ t). Deduce exp(0Bt - 10²+) is a martingale with respect to {Ft;t > 0} to from the fact that Zt = show that both B² – t and B¾³ – 3tB₁ are martingales with respect to {Ft;t ≥ 0}. (Hint: t Use Taylor expansion of Z as a function of 0.)
2. Let Bt be the standard Brownian motion and Ft = σ(Bs, s≤ t). Deduce exp(0Bt - 10²+) is a martingale with respect to {Ft;t > 0} to from the fact that Zt = show that both B² – t and B¾³ – 3tB₁ are martingales with respect to {Ft;t ≥ 0}. (Hint: t Use Taylor expansion of Z as a function of 0.)
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter6: The Trigonometric Functions
Section6.6: Additional Trigonometric Graphs
Problem 78E
Question
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Please do not rely too much on chatgpt, because its answer may be wrong. Please consider it carefully and give your own answer. You can borrow ideas from gpt, but please do not believe its answer.Very very grateful!Please do not rely too much on chatgpt, because its answer may be wrong. Please consider it carefully and give your own answer. You can borrow ideas from gpt, but please do not believe its answer.
and and Very very grateful!
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