3630随机过程中等derivationlong
Covariation of 2W_t+3B_t with -W_t+2B_t
题目
Let X_t = 2W_t + 3B_t and Y_t = -W_t + 2B_t with independent W and B. What is [X,Y]_{0.5}?
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 + 3B_t and Y_t = -W_t + 2B_t with independent W and B. What is [X,Y]_{0.5}?
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