6. Compute the following: (a) E[W3(t) |Fy ], with {F.}to as the natural filtration for Brownian motion, for 0 _ s t > 0; (b)
6. Compute the following: (a) E[W3(t) |Fy ], with {F.}to as the natural filtration for Brownian motion, for 0 _ s t > 0; (b) El(W (t) - t) 2\\ W (s)] for 0 t 2 0; (e) Cov(W(s), W2(t) )
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