Variables X, and X2 follow generalized Wiener processes with drift rates fix and ix2 and variances a
Question:
Variables X, and X2 follow generalized Wiener processes with drift rates fix and ix2 and variances a\ and of. What process does Xx + X2 follow if:
a. The changes in X{ and X2 in any short interval of time are uncorrelated?
b. There is a correlation p between the changes in X] and X2 in any short interval of time?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: