GATE 2025 ST – Question 31

Stochastic Processes · Brownian Motion · 1 mark · Numerical answer

For standard Brownian motion W, find E[(W(2)+W(3))²] (integer).

Show answer and explanation

Correct answer: 9 to 9

Explanation

The mean is zero, so the expectation is the variance. Using covariance min(s,t), it is 2+3+2min(2,3)=2+3+4=**9**.

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