2020-2021 final solutions
typo in ex4.a): the first equality in the second line of equalities should read
E((W_n-W)^2) = Var(W_n-W) + (E(W_n-W))^2
with the square outside the expectation.
Cliquer le lien final_2021_sol.pdf pour afficher le fichier.
typo in ex4.a): the first equality in the second line of equalities should read
E((W_n-W)^2) = Var(W_n-W) + (E(W_n-W))^2
with the square outside the expectation.
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