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Results tagged with brownian-motion
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user 129994
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Expected value of $W_{t_i} W^2_{t_{i+1}}$
I stuck in determining the expected value of the following product
$E[W_{t_i}W_{t_{i+1}}^2]$ where $W_{t_i}$ and $W_{t_{i+1}}$ are Brownian with normal distribution, i.e. $W_{t_i}\sim N(0,t_i)$. I wou …
