5/2/2021 Practice Quiz M1 (Ungraded)

My courses ▶ (21/04) MScFE 622 Continuous-time Stochastic Processes (C20-S4)

▶ Module 1: Brownian Motion and Continuous-time Martingales
▶ Practice Quiz M1 (Ungraded)

Started on Sunday, 2 May 2021, 1:45 PM

State Finished

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Completed on Sunday, 2 May 2021, 1:57 PM

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Time taken 12 mins 22 secs

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Question 1

o.
Complete
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Not graded
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Let W = {Wt : t ≥ 0} be a Brownian motion. Find Var(W12 ):

vi y re

Select one:
1
ed d

3
ar stu

4
is
Th

Your answer is incorrect.

sh

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5/2/2021 Practice Quiz M1 (Ungraded)

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:

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) = w

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2
X(ω) = w

co
X(ω) = 0

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o.
rs e
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Your answer is incorrect.
o
aC s
vi y re
ed d
ar stu
is
Th
sh

This study source was downloaded by 100000750978398 from CourseHero.com on 06-25-2021 17:39:15 GMT -05:00

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5/2/2021 Practice Quiz M1 (Ungraded)

Question 3

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: 

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?

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Select one:

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Only i., ii., and iv.

o.
All the statements
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Only iv.
Only ii. and iii.
o
aC s
vi y re

Your answer is correct.

ed d
ar stu
is
Th
sh

This study source was downloaded by 100000750978398 from CourseHero.com on 06-25-2021 17:39:15 GMT -05:00

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5/2/2021 Practice Quiz M1 (Ungraded)

Question 4

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

m
Your answer is correct.

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o.
Question 5
rs e
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Complete
Not graded
o

On the probability space ([0, 1), B([0, 1)), P , de ne the sequence of random
aC s

= λ1 )

variables (Xn )∞ as follows:

vi y re

n=1

n
Xn (ω) := ω(1 − ω ), ω ∈ [0, 1) and n ≥ 1.
ed d

Consider the following statements:

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i. Xn converges to 0 almost surely

ii. Xn (ω) converges to ω for every ω ∈ [0, 1)
is

iii. Xn converges in distribution

Th

Which one of the following is true?

Select one:
sh

Only ii. and iii.

All the statements
Only i., ii. 
Only iii.

Your answer is incorrect.

This study source was downloaded by 100000750978398 from CourseHero.com on 06-25-2021 17:39:15 GMT -05:00

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 5/2/2021 Practice Quiz M1 (Ungraded)

◄ Problem Set M1
Jump to...

Live Session M1 ►

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o
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vi y re
ed d
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sh

This study source was downloaded by 100000750978398 from CourseHero.com on 06-25-2021 17:39:15 GMT -05:00

https://masters.wqu.org/mod/quiz/review.php?attempt=320689&cmid=61380 5/5
https://www.coursehero.com/file/91448843/Practice-Quiz-M2-Ungradedpdf/
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