Financial Mathematics: 2. Let {Wt}t[0,T ] be a Brownian motion on a probability space (, F, P), and let {Ft}t[0,T ] be the filtration generated by this Brownian motion.

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2. Let {W}te[0,7] be a Brownian motion on a probability space (N, F, P), and let {Ft}te[0,7] be the filtration generated by this Brownian motion. Let {ht}te[0,7] be an {Ft}te[0,7-predictable process satisfying Ep (f" (h) dt)