Question
Let Ft=0(Ws,ss t) be the usual filtration for the Brownian motion (Wt)t> o- Which of the following are not non-anticipating processes with respect to
Let Ft=0(Ws,ss t) be the usual filtration for the Brownian motion (Wt)t> o- Which of the following are not non-anticipating processes with respect to Ft I.At =Wt +1-Wt II. X= Wt/2 III. Yt=Ws, where s =max{t,5} Iv. Vt =W5 (the process that takes the value of W5 at every time) I, II, and IV only I, II, and IV only I and III only All of the given processes are non-anticipating. None of the alternatives is correct.
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Introduction to graph theory
Authors: Douglas B. West
2nd edition
131437372, 978-0131437371
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