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Compute (a) E[(W 10 W 7 ) 2 ]. (b) E[(W 5 W 1 ) 2 ]. (c) E[(W 10 W 7 )(W 5 W
Compute (a) E[(W10 W7)2]. (b) E[(W5 W1)2]. (c) E[(W10 W7)(W5 W1)]. (d) E[(3{W10 W7} + 4{W5 W1})2]
which W is a Brownian motion.
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