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This problem explores manipulation of a Wiener Process: X (C ; t) is the result we arrived during the exploration of the Random Walk. 0
This problem explores manipulation of a Wiener Process: X (C ; t) is the result we arrived during the exploration of the Random Walk. 0 4 POINTS Determine the pdfs of the following transformations for some constant K: Y(C;t) = X2(C;t) Z(C;t) =X(C;t) - K-X(C;t 8) o 4 POINTS Determine the mean functions of Y(; t) and Z (C ; t). o 4 POINTS Determine the autocovariance functions of Y(C; t) and Z (C ; t)
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