QuickHelper

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Teaching Since: May 2017
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  • MBA, PHD
    Phoniex
    Jul-2007 - Jun-2012

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  • Corportae Manager
    ChevronTexaco Corporation
    Feb-2009 - Nov-2016

Category > Math Posted 25 Aug 2017 My Price 8.00

i want a simple and easy explanation to this question

Let {W(t) : 0 <= t <= 1} be a Wiener process with W(0) = 0 and the parameter α2= 1 (such a process is called a standard Wiener process).

When answering the following questions be sure to justify your answers.

a.) Let X(t) = W(t +α) - W(t) for some α > 0. Is {X(t)} a Gaussian Process?

b.) Is {X(t)} a Wiener process?

c.) Is {X(t)} mean-square continuous?

d.) Let B(t) = W(t) - t*W(1) for 0 <= t <= 1. Is {B(t)} a Gaussian Process?

e.) Derive the covariance function for {B(t)}.

f.) Show that for any t, B(t) is independent of W(1).

Answers

QuickHelper
(10)
Status NEW Posted 25 Aug 2017 04:08 PM My Price 8.00

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