3629随机过程中等derivationlong
Covariation of W_t-B_t with W_t+B_t
题目
Let X_t = W_t - B_t and Y_t = W_t + B_t with independent W and B. What is [X,Y]_3?
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 - B_t and Y_t = W_t + B_t with independent W and B. What is [X,Y]_3?
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