This problem is about "Modeling with ItÃ´ Stochastic Differential Equations - E. Allen" Please explain every...

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This problem is about "Modeling with ItÃ´ Stochastic Differential Equations - E. Allen"

1.5. Let X1, X2, X3 be independent and identically distributed with the prob- ability Show that E(Y1Y2) / E(Y1) E(Y2) and thu

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X 2-3 1 (X+ X -X3 - 2 3 ELY,Y) ELXIX-XIX X XX) E (xi)ECx2l-E (xXECXs). ELxt-ECx)Elxs) ) RHS E(X1)E(x) ELY.) ECY) ELX3) ECX EL

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