What is the quadratic variation of ($w(t))^2$, where $w(t)$ denotes a Wiener- process and what is the expected value of it? What is $E([(w(t))^2])$?
My result is: $2(t^2)$, but knowing myself, I am not 100% sure about it.
What is the quadratic variation of ($w(t))^2$, where $w(t)$ denotes a Wiener- process and what is the expected value of it? What is $E([(w(t))^2])$?
My result is: $2(t^2)$, but knowing myself, I am not 100% sure about it.
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