3628随机过程中等derivationlong
Covariation of 0.5W_t+B_t with 3W_t+2B_t
题目
Let X_t = 0.5W_t + B_t and Y_t = 3W_t + 2B_t with independent W and B. What is [X,Y]_4?
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 = 0.5W_t + B_t and Y_t = 3W_t + 2B_t with independent W and B. What is [X,Y]_4?
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