Question 2 8 pts Give justification for each step in the following chain of equalities and then describe why it shows that a path W(t) of a Wiener process is not differentiable. For any At > 0) and M > 0, we have -MAT p (Wu+ W(t + At) - -Wt) At e-x*(281) dx + = 1 2: } L See Same*czan dx 1 2 2 2 2 V21 e-x/(241) dx MAT du. Therefore, W + an) WO|> m) = 2 lim P A1-0+ PalWa %*erk du = 1. Upload Choose a File Question 2 8 pts Give justification for each step in the following chain of equalities and then describe why it shows that a path W(t) of a Wiener process is not differentiable. For any At > 0) and M > 0, we have -MAT p (Wu+ W(t + At) - -Wt) At e-x*(281) dx + = 1 2: } L See Same*czan dx 1 2 2 2 2 V21 e-x/(241) dx MAT du. Therefore, W + an) WO|> m) = 2 lim P A1-0+ PalWa %*erk du = 1. Upload Choose a File