13. For which value of A is the process M(t) = W³(t) – A w (u) du a martingale?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section: Chapter Questions
Problem 5T
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13. For which value of A is the process
M(t) =
w (?) – A|
W (u) du
-
a martingale?
Transcribed Image Text:13. For which value of A is the process M(t) = w (?) – A| W (u) du - a martingale?
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