8.1.2 Evaluate E eB.t/ for an arbitrary constant and standard Brownian motion B.t/. ...

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8.1.2 Evaluate E



eB.t/



for an arbitrary constant  and standard Brownian motion B.t/.

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An Introduction To Stochastic Modeling

ISBN: 9780233814162

4th Edition

Authors: Mark A. Pinsky, Samuel Karlin

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