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

et/2 (Apply the Taylor expansion -W (t) 3.2. Prove that E(e-W(t)) EW(t))j! and use the formulas E(W(t))2k = (1-3.5. (2k - 1))

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1 Sotn: if 9r is Qr 0When w add 2m, ay), Wara 2m-1)- 1.3.5 .C2m-19.2 mim 1.2,3.4.5. am 03W Cuty Phoveds 0A

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