Practice Quiz M1 (Ungraded) - Merged

7/15/2020 Practice Quiz M1 (Ungraded)
My courses ▶ (20/07) MScFE 622 Continuous-time Stochastic Processes (C20-S1)

▶ Module 1: Brownian Motion and Continuous-time Martingales
▶ Practice Quiz M1 (Ungraded)
Started on Wednesday, 15 July 2020, 7:57 PM

State Finished
Completed on Wednesday, 15 July 2020, 8:17 PM
Time taken 20 mins 12 secs
Question 1
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Wt (W2t − W 2 ))

t
, where
0 < t < 1 :
Select one:
3
−t
t(1 − t)
2
2t − t
Your answer is correct.
https://masters.wqu.org/mod/quiz/review.php?attempt=224092&cmid=44937 1/4
Question 2
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Wt (W2t − Wt3 )) , where

0 < t < 1 :
Select one:
3
−t
2
2t − t
2
t(1 − t )
Question 3
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion and let Xt := Wt2 + 2t . If

X = A + M is the Doob-Meyer decomposition of X, then At is:
Select one:
t
2
W
t
3t
2t
Question 4
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Then ⟨2W , 7 − W ⟩t is equal to:
Select one:
0
7 − 2t
−2t
14 − 2t
Question 5
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(W15 ) :
Select one:
1
◄ Problem Set M1
Jump to...
Live Session M1 ►


State Finished
Question 1
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find Var(W12 ):
Select one:
1
Question 2
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(W14 ) :
Select one:
0
Question 3
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Then ⟨3 − W , W + 1⟩ t is equal

to:
Select one:
7 − 2t
14 − 2t
−t
Your answer is incorrect.
Question 4
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Wt (Wt+4 + Wt+5 )) :
Select one:
2t + 3
2t
2
t + 3
Question 5
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(W2s + 3W

t
2
2
) :
Select one:
2
2s + 3t
3t
2
3t
◄ Problem Set M1
Jump to...
Live Session M1 ►


State Finished
Question 1
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Wt (Wt+1 + Wt+2 )) :
Select one:
2t
2
t + 3
2t + 3
Question 2
Complete
Not graded
On the probability space ([0, 1), B([0, 1)), P = λ1 ) , de ne the sequence of

random variables (Xn )∞n=1
as follows:
Xn (ω) := ω n , ω ∈ [0, 1) and n ≥ 1.
For each ω ∈ [0, 1) , nd X(ω) := lim Xn (ω) .

n→∞
Select one:
X(ω) = 1
X(ω) = 0
X(ω) = w
X(ω) = 2
Question 3
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Ws+3 − W

t
2
4
) :
Select one:
4
−t
4
s + 3 − t
4
s + 3 + t
Question 4
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find Var(3Ws − 2Wt ) , where

0 < s < t :
Select one:
9s + 4t
3s − 2t
4t − 3s
Question 5
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion and let Xt := 4Wt2 . If

X = A + M is the Doob-Meyer decomposition of X, then At is:
Select one:
0
4t
2t
◄ Problem Set M1
Jump to...
Live Session M1 ►


State Finished
Question 1
Complete
Not graded

, (Yn )∞
n=1
, and (Zn )∞
n=1
as follows (for
ω ∈ [0, 1) and n ≥ 1):
n 1
Xn (ω) := ω I 1 (ω), Yn (ω) := I 1 (ω) and Z n (ω) := n I [0,0.5] (ω).
[0, ) [0, ) 2
n n
Which ones are UI?
Select one:
All of them
Only Y
X and Y
X and Z
Question 2
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find Var(Ws + 3Wt ) , where

0 < s < t :
Select one:
7s + 9t
s + 3t
4s
s + 9t
Question 3
Complete
Not graded

as follows:
n
Xn (ω) := ω I 1 (ω), ω ∈ [0, 1) and n ≥ 1.
[0, ]
n
Consider the following statements:
i. Xn converges to 0 almost surely

ii. Xn converges to 0 probability
iii. For any ω ∈ [0, 1), Xn (ω) does not converge as n → ∞
iv. Xn converges in distribution
Which one of the following is true?
Select one:
All the statements
Only ii. and iii.
Only iv.
Only i., ii., and iv.
Question 4
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find

Cov(7W3 − W2 , W1 − W4 ) :
Select one:
0
10
−13
Question 5
Complete
Not graded

as follows (for ω ∈ [0, 1) and n ≥ 1):
3
Xn (ω) := n I 1 (ω), Yn (ω) := cos nπω and Z n (ω) := I 1 1 (ω).
[0, ) [ , )
n 2n 2n−1
Which ones are UI?
Select one:
None of them
Only Y and Z
All of them
X and Z
◄ Problem Set M1
Jump to...
Live Session M1 ►


State Finished
Question 1
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find

Cov(2W1 + 4W3 , W2 − W9 ) :
Select one:
−4
−3
Question 2
Complete
Not graded

as follows (for ω ∈ [0, 1) and n ≥ 1):
3
Xn (ω) := n I 1 (ω), Yn (ω) := cos nπω and Z n (ω) := I 1 1 (ω).
[0, ) [ , )
n 2n 2n−1
Which ones are UI?
Select one:
Only Y and Z
All of them
X and Z
None of them
Question 3
Complete
Not graded

as follows:
2 2n
Xn (ω) := ω (1 − ω ), ω ∈ [0, 1) and n ≥ 1.
For each ω ∈ [0, 1) , nd X(ω) := lim Xn (ω) .

n→∞
Select one:
4
X(ω) = w
X(ω) = 0
X(ω) = w
2
X(ω) = w
Question 4
Complete
Not graded

as follows:
n
Xn (ω) := ω(1 − ω ), ω ∈ [0, 1) and n ≥ 1.
Consider the following statements:
i. Xn converges to 0 almost surely

ii. Xn (ω) converges to ω for every ω ∈ [0, 1)
iii. Xn converges in distribution
Which one of the following is true?
Select one:
All the statements
Only ii. and iii.
Only iii.
Only i., ii.
Question 5
Complete
Not graded
Let W = {Wt : t ≥ 0} be a Brownian motion. Find Var(W13 ):
Select one:
3
120
15
◄ Problem Set M1
Jump to...
Live Session M1 ►

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7/15/2020 Practice Quiz M1 (Ungraded)

My courses ▶ (20/07) MScFE 622 Continuous-time Stochastic Processes (C20-S1)

Started on Wednesday, 15 July 2020, 7:57 PM

Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Wt (W2t − W 2 ))

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Wt (W2t − Wt3 )) , where

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion and let Xt := Wt2 + 2t . If

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Then ⟨2W , 7 − W ⟩t is equal to:

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(W15 ) :

Your answer is correct.

My courses ▶ (20/07) MScFE 622 Continuous-time Stochastic Processes (C20-S1)

Started on Wednesday, 15 July 2020, 8:19 PM

Let W = {Wt : t ≥ 0} be a Brownian motion. Find Var(W12 ):

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(W14 ) :

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Then ⟨3 − W , W + 1⟩ t is equal

Your answer is incorrect.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Wt (Wt+4 + Wt+5 )) :

Your answer is incorrect.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(W2s + 3W

Your answer is correct.

My courses ▶ (20/07) MScFE 622 Continuous-time Stochastic Processes (C20-S1)

Started on Wednesday, 15 July 2020, 8:39 PM

Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Wt (Wt+1 + Wt+2 )) :

Your answer is correct.

On the probability space ([0, 1), B([0, 1)), P = λ1 ) , de ne the sequence of

Xn (ω) := ω n , ω ∈ [0, 1) and n ≥ 1.

For each ω ∈ [0, 1) , nd X(ω) := lim Xn (ω) .

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find E(Ws+3 − W

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find Var(3Ws − 2Wt ) , where

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion and let Xt := 4Wt2 . If

Your answer is correct.

My courses ▶ (20/07) MScFE 622 Continuous-time Stochastic Processes (C20-S1)

Started on Wednesday, 15 July 2020, 8:54 PM

On the probability space ([0, 1), B([0, 1)), P = λ1 ) , de ne the sequence of

Which ones are UI?

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find Var(Ws + 3Wt ) , where

Your answer is correct.

On the probability space ([0, 1), B([0, 1)), P = λ1 ) , de ne the sequence of

Consider the following statements:

i. Xn converges to 0 almost surely

iv. Xn converges in distribution

Which one of the following is true?

Your answer is correct.

Let W = {Wt : t ≥ 0} be a Brownian motion. Find

Your answer is correct.

On the probability space ([0, 1), B([0, 1)), P = λ1 ) , de ne the sequence of

Which ones are UI?

Your answer is incorrect.

My courses ▶ (20/07) MScFE 622 Continuous-time Stochastic Processes (C20-S1)

Started on Wednesday, 15 July 2020, 9:10 PM

Let W = {Wt : t ≥ 0} be a Brownian motion. Find

Your answer is correct.

On the probability space ([0, 1), B([0, 1)), P = λ1 ) , de ne the sequence of

Which ones are UI?