Continuing Problem 5, demonstrate that E(Xt) = x0et + et 1 Var(Xt) =

Continuing Problem 5, demonstrate that E(Xt) = x0eβt + η

β

eβt − 1



Var(Xt) = γx0(e2βt − eβt)

β + γη(e2βt − eβt)

β2

− γη(e2βt − 1)

2β2 + η(e2βt − 1)

2β

for β = α − ν, γ = α + ν, and X0 = x0. When α<ν, the process eventually reaches equilibrium. Find the limits of E(Xt) and Var(Xt).