Let (Wt, t≥0) be standard Brownian Mot

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Section5.5: Exponential And Logarithmic Models
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Let (Wt, t≥0) be standard Brownian Motion

State clearly all facts that you use

Find E(|W14 – W10|).
Show that E((W14 – W10)*) = 48.
%3D
Transcribed Image Text:Find E(|W14 – W10|). Show that E((W14 – W10)*) = 48. %3D
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