Results 1 to 2 of 2

Math Help - Expected Value of Brownian Motion Integral?

  1. #1
    Newbie
    Joined
    Oct 2012
    From
    Oklahoma
    Posts
    6

    Expected Value of Brownian Motion Integral?

    Can someone please help with this problem and show work? I don't remember how to do this problem but I think you can take some of the terms in the summation and convert them into RV's.
    Attached Thumbnails Attached Thumbnails Expected Value of Brownian Motion Integral?-brownian-motion-integral-problem.jpg  
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor
    Joined
    Nov 2013
    From
    California
    Posts
    2,462
    Thanks
    950

    Re: Expected Value of Brownian Motion Integral?

    there's not enough info here. What's random? The B(tk)'s? If so how are they distributed?
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Brownian Motion
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: April 29th 2013, 06:22 PM
  2. brownian motion
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: February 28th 2010, 07:41 AM
  3. Still more Brownian motion
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: June 10th 2009, 02:04 AM
  4. Brownian Motion - W(0) = 0
    Posted in the Calculus Forum
    Replies: 0
    Last Post: April 27th 2008, 12:50 PM
  5. Brownian Motion
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: April 8th 2007, 09:18 PM

Search Tags


/mathhelpforum @mathhelpforum