18. Show that {Y(t), t > 0} is a Martingale when Y(t) = Bt) - t What...
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18. Show that {Y(t), t > 0} is a Martingale when Y(t) = B\t) - t What is Å[Y(t)]l Hint: First compute E[Y(t) \B(u), 0 < u < s].
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