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(22) Define X(t) := w(s) ds, where W() is a one-dimensional Brownian motion. Show that E(X²(t)) = == for each t > 0.

(22) Define X(t) := w(s) ds, where W() is a one-dimensional Brownian motion. Show that E(X²(t)) = == for each t > 0.

Trigonometry (MindTap Course List)
Trigonometry (MindTap Course List)
10th Edition
ISBN:9781337278461
Author:Ron Larson
Publisher:Ron Larson
Chapter6: Topics In Analytic Geometry
Section6.2: Introduction To Conics: parabolas
Problem 4ECP: Find an equation of the tangent line to the parabola y=3x2 at the point 1,3.
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(22) Define X(t) = motion. Show that W(s) ds, where W() is a one-dimensional Brownian E(X²(t)) = for each t > 0.
Transcribed Image Text:(22) Define X(t) = motion. Show that W(s) ds, where W() is a one-dimensional Brownian E(X²(t)) = for each t > 0.
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