Can someone help me how to calculate the following:
$E0[z^2[2] \mathrm{Exp}[-2 z[2]] ]$
Where $z[2]$ is Wiener process. How to find exact expected value? I am new to this stuff and not sure how to do this. Thanks a lot!
2026-03-27 01:44:44.1774575884
Expected value of multiplied and squared Wiener Process
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