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Please give explanation too... Let $=6(W5,55 t) be the usual filtration for the Brownian motion (We)t20. Which of the following are not non-anticipating processes with
Please give explanation too...
Let $=6(W5,55 t) be the usual filtration for the Brownian motion (We)t20. Which of the following are not non-anticipating processes with respect to Ft? 1. A7 =Wt+1-Wt II. X4 =W112 III. V4 =Ws, where s =max{1,5} IV. Ve=W5 (the process that takes the value of Ws at every time) I, II, and IV only None of the alternatives is correct. All of the given processes are non-anticipating. I and III only I, III, and IV onlyStep by Step Solution
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