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Kindy assist with the questions below. These are questions on optimal stopping in stochastic differential equations and Brownian motion a) Prove that the onl;r nonnegative

Kindy assist with the questions below.

These are questions on optimal stopping in stochastic differential equations and Brownian motion

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a) Prove that the onl;r nonnegative (BE) superharmonic functions in R2 are the constants. (Hint: Suppose a is a nonnegative superharmonic function and that there exist 95:, y E R.2 such that Mac) 0 Qua{U fora-\"SD. e) Let 7 e R, n 2 3 and dene, for :1: E R", _ IEI'Y fer |:1:| 2 1 f7(m){1 for|m| 1 ? Prove that t is superharrnonic in R.\" iff '7 E [2 n, 0]

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