2.3. Argue that almost surely n1 j=0 |Wj|p 0 as h 0 for p 3. HINT:...

2.3. Argue that almost surely

n−1 j=0 |ΔWj|p→ 0 as h→ 0 for p ≥ 3. HINT: Use that E[|Z|p] is finite for Z ∼ N(0,1) .