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Exercise 3.1.18 Show that E [[ w,duF] W, du|Fs] = (t s)W.. = W S u S Exercise 3.1.19 Show that the process et X+

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Exercise 3.1.18 Show that E [[ w,du\F] W, du|Fs] = (t s)W.. = W S u S Exercise 3.1.19 Show that the process et X+ = W;} 3 - 3 t Wsds is a martingale with respect to the information set Ft = 0{Ws; s

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