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Let (Bt,t0) be the standard Brownian motion. The mean of Xt=exp(tBt) is: i) exp(t3/2) ii)
exp(t2/2) iii) exp(t4/2) iv) exp(t3/2) v) exp(t1/2) vi) none of the above

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Let (Bt,t0) be the standard Brownian motion. The mean of Xt=exp(tBt.pdf

  • 1. Let (Bt,t0) be the standard Brownian motion. The mean of Xt=exp(tBt) is: i) exp(t3/2) ii) exp(t2/2) iii) exp(t4/2) iv) exp(t3/2) v) exp(t1/2) vi) none of the above