3626随机过程中等derivationlong
Covariation of W_t+2B_t with 3W_t-B_t
题目
Let X_t = W_t + 2B_t and Y_t = 3W_t - B_t where W and B are independent Brownian motions. What is [X,Y]_1?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
Let X_t = W_t + 2B_t and Y_t = 3W_t - B_t where W and B are independent Brownian motions. What is [X,Y]_1?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案