=+(ii) One can prove (Shiryaev, 1996; Williams, 2001) that the rth moment of is equal to

=+(ii) One can prove (Shiryaev, 1996; Williams, 2001) that the rth moment of ξ is equal to the rth derivative of the moment generating function φ(λ)

at λ = 0. Using this fact and your answer on (i), show that E [W4

(t)] = 3t 2

, where W(t) be a standard Wiener process.