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Problem 1. Cross-variation We define the cross-variation of two stochastic processes (Xt)co,r and (Yo)com by n-1 [X, Y]r = lim E ( XtH - Xu)

Problem 1. Cross-variation We define the cross-variation of two stochastic processes (Xt)co,r and (Yo)com by n-1 [X, Y]r = lim E ( XtH - Xu) ( Ytit - YA), i=0 where P = {0 =to

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