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Perform symbolic stochastic calculus with X(t) standard Brownian motion?

Posted 3 months ago
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Dear All, Let X(t) be a standard Brownian motion, and function Y is defined as below. It is known that the expected value of Y^2, i.e., E[Y^2] equals (T^3)/3. However, the code I use in the attached problem.nb file does not lead to this. I must be coding wrong, can you please point out the error? Thank you. enter image description here

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Welcome to Wolfram Community! Please make sure you know the rules: https://wolfr.am/READ-1ST

The rules explain how to format your code properly. If you do not format code, it may become corrupted and useless to other members. Please EDIT your post and make sure code blocks start on a new paragraph and look framed and colored like this.

int = Integrate[1/(x^3 - 1), x];
Map[Framed, int, Infinity]

![enter image description here][1]

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