Question: Exercise 3.1.8 Suppose that the simple integrand process Z is deterministic, i.e. that Z1,Z2, . . . , Zn are constants. Verify that, in this

Exercise 3.1.8 Suppose that the simple integrand process Z is deterministic, i.e. that Z1,Z2, . . . , Zn are constants. Verify that, in this case, the stochastic integral Y_tⁿ is a random variable that is normally distributed with mean zero and variance

Zds.

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