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Q. 2 (Strange result, 10 pts). Let (Wt)t>o be a standard Brownian motion. Show that I w;aw. = jw - W.ds, 120. This result provides
Q. 2 (Strange result, 10 pts). Let (Wt)t>o be a standard Brownian motion. Show that I w;aw. = jw - W.ds, 120. This result provides an example where a stochastic integral can be represented in terms of a Riemann (time) integral
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