3627随机过程中等derivationlong
Covariation of 2W_t-B_t with W_t+4B_t
题目
Let X_t = 2W_t - B_t and Y_t = W_t + 4B_t with independent W and B. What is [X,Y]_2?
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 = 2W_t - B_t and Y_t = W_t + 4B_t with independent W and B. What is [X,Y]_2?
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