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dX,=rXdt+aX,dB,. Find EXTF] for t T by a) using the Markov property and b) writing X, zert Mt, where M = exp(a B-at) is
dX,=rXdt+aX,dB,. Find EXTF] for t T by a) using the Markov property and b) writing X, zert Mt, where M = exp(a B-at) is a martingale.
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Intermediate Accounting
Authors: James D. Stice, Earl K. Stice, Fred Skousen
17th Edition
032459237X, 978-0324592375
