It is quite well-known that it is possible to construct polynomial of any power that will be a martingale. For example, for square and cube examples are $W^2_t-t$ and $W^3_t-3tW_t$. Can anyone give me an example for degree four?
2026-04-07 17:47:21.1775584041
Example of polynomial from Wiener process which is martingale
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