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answer with explanation Exercise 3 Let {X}tejo,r be the unique strong solution of the stochastic differential equation dXt = 2X dBt, Xo = 1. .

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Exercise 3 Let {X}tejo,r be the unique strong solution of the stochastic differential equation dXt = 2X dBt, Xo = 1. . Find an explicit representation for {X}teo,m. (2 points) . Compute E[X | F,], for 0

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