I have a problem to find the expectation of the following expression,
$$E\left[W_T e^{\int_0^T(W_s)ds}\right].$$
Here, $W_T$ is a Brownian motion. Any suggestions as to how to proceed with it? Many thanks for the help!
2026-04-06 01:59:31.1775440771
How to calculate the following expectation
89 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in CALCULUS
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