Well i think no, because the expected value is t
E[(Bt)^2)=t, so it´s not constant, change with the time.
Am I right?
Propz
Well i think no, because the expected value is t
E[(Bt)^2)=t, so it´s not constant, change with the time.
Am I right?
Propz
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Yes you are right. If it were a martingale, the expectation would be $0$. Not sure if you're interested, but $B_t^2 - t$ is a martingale.