Consider a Brownian motion {X(t), t≥ 0} with parameter o = 2. Find the E[X(t)]] (the expectation of the absolute value of the process).

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Consider a Brownian motion {X(t), t≥ 0} with parameter o = 2. Find the E[X(t)]] (the
expectation of the absolute value of the process).
Transcribed Image Text:Consider a Brownian motion {X(t), t≥ 0} with parameter o = 2. Find the E[X(t)]] (the expectation of the absolute value of the process).
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