Let $W_t$ be a standard Brownian motion. I want to calculate $E[|W_tW_s|]$. I already know that $E[W_tW_s]=\min\{s,t\}$, but what about the absolute value?
2026-04-07 11:02:18.1775559738
$E[|W_tW_s|]$ for a standard Brownian motion $W_t$
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