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(Solved): Posting this question again bc someone keeps copying incorrect answers and posting without understan ...
Posting this question again bc someone keeps copying incorrect
answers and posting without understanding. Please only respond if
you can understand, don't waste my question please.
![dX, = rXedt +aXdB,
Find E*[X1|F] for t < T by
a) using the Markov property
and
b) writing X= sertMe, where
M = explaB: - t) i](https://media.cheggcdn.com/media/e9f/e9f35a49-baf0-4fa4-8072-e873b3d64248/php5CUrst)
dX, = rXedt +aXdB, Find E*[X1|F] for t < T by a) using the Markov property and b) writing X= sertMe, where M = explaB: - t) is a martingale.