If $(W_t) _t$ is a Brownian motion regarding to a filtration $(F_t) _t$ and the process $Z(t)$ is defined by $$ Z_t= \int_0^t W_s ds$$
What is $\operatorname{Var}(Z_t)$?
If $(W_t) _t$ is a Brownian motion regarding to a filtration $(F_t) _t$ and the process $Z(t)$ is defined by $$ Z_t= \int_0^t W_s ds$$
What is $\operatorname{Var}(Z_t)$?
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