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Consider the most relevant stochastic processes we have studied in our lectures. Define and discuss the fundamental properties of the following stochastic processes: a) Standard
Consider the most relevant stochastic processes we have studied in our lectures. Define and discuss the fundamental properties of the following stochastic processes: a) Standard Wiener process; [15 marks] b) Generalized Wiener process. Consider the most relevant stochastic processes we have studied in our lectures. Define and discuss the fundamental properties of the following stochastic processes: a) Standard Wiener process; [15 marks] b) Generalized Wiener process. Consider the most relevant stochastic processes we have studied in our lectures. Define and discuss the fundamental properties of the following stochastic processes: a) Standard Wiener process; [15 marks] b) Generalized Wiener process. Consider the most relevant stochastic processes we have studied in our lectures. Define and discuss the fundamental properties of the following stochastic processes: a) Standard Wiener process; [15 marks] b) Generalized Wiener process
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