Check whether the following processes are martingales w.r.t. (a) X(t) = B(t) + 4t {Ft}.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter3: Functions And Graphs
Section3.5: Graphs Of Functions
Problem 57E
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Check whether the following processes are martingales w.r.t.
(a) X(t) = B(t) + 4t
{Ft}.
Transcribed Image Text:Check whether the following processes are martingales w.r.t. (a) X(t) = B(t) + 4t {Ft}.
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