Recent content by anonymous360

  1. A

    Graduate How do you prove that this is a Martingale

    So the following process involves W(t) which is Brownian Motion, and I need to prove that it is a martingale. Xt=log(1+W(t)2)-∫0t(1-W(s)2)/(1+W(s)2)2ds The problem I am having is the integral. My professor did a lot of integrals w.r.t. W(t), but he didn't do very many integrals where W(t)...