Let $(W_t)$ a Brownian motion.
- Express $W_t^8$ as a sum of Itô and Riemann integral.
- Use part 1) to deduce $\mathbb E(Z^8)$ where Z has an $\mathcal N(0,1)$ distribution.
This is a financial mathematics question, I've reviewed the lecture and think it for about two hours, I don't really have any ideas. Is there anyone who could give me some help?