Y(t) = sqrt(t)X(t) – integral X(s)/2sqrt(s).ds prove this is a martingale via Ito (i.e driftless)
https://urgentassignments.com/wp-content/uploads/2020/07/logo-2-300x75.png00adminhttps://urgentassignments.com/wp-content/uploads/2020/07/logo-2-300x75.pngadmin2020-08-17 16:34:212020-08-17 16:34:21Y(t) = sqrt(t)X(t) - integral X(s)/2sqrt(s).ds prove this is a martingale via Ito (i.e driftless)
