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Derive the variance of T So[B(t) + t]dB(t). where B(t), 0t T is the standard Wiener processes Select one: B(T) A. +1222 2 B. 2T
Derive the variance of T So[B(t) + t]dB(t). where B(t), 0t T is the standard Wiener processes Select one: B(T) A. +1222 2 B. 2T C.T + T4+T4 D. 3t + 6t3 + 14
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