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comment Expected value of average of Brownian motion
thanks for your reply. I read about [Fubini theorem] (en.wikipedia.org/wiki/Fubini's_theorem) and also follow your explanation about $E(W_tW_s)$. Could you please elaborate on expanding the square of the integral?
Dec
4
comment Expected value of average of Brownian motion
Thanks a lot!!. Got the answer as T/3.
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accepted Expected value of average of Brownian motion
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asked Expected value of average of Brownian motion