Let Bt1, Bt2 and Bt3 be standard Brownian motions with ~N(0,1).(adsbygoogle = window.adsbygoogle || []).push({});

Then what is E[Bt1.Bt2.Bt3] ?

Any help would be much appreciated.

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Expectation of a product of Brownian Motions

**Physics Forums | Science Articles, Homework Help, Discussion**