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only answer Let (Bt,t0) be the standard Brownian motion. Consider.pdf

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only answer Let (Bt,t0) be the standard Brownian motion. Consider the following processes: Xt=0t(12s)dBs,Yt=0t(1+2s)dBs Let t>0. The Xt,Yt are uncorrelated for t= i) 3/4 ii) 5/2 iii) 6/2 iv) 3/2 v) 7/4 vi) none of the above.

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only answer Let (Bt,t0) be the standard Brownian motion. Consider the following processes: Xt=0t(12s)dBs,Yt=0t(1+2s)dBs Let t>0. The Xt,Yt are uncorrelated for t= i) 3/4 ii) 5/2 iii) 6/2 iv) 3/2 v) 7/4 vi) none of the above

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