Can anyone help me to find:$\mathbb{E}[B^4(t)]$ where $B$ is a brownian motion?
I thought using this density function:$f_{B_t}(x) = \frac{1}{\sqrt{2 \pi t}} e^{-\frac{x^2}{2t}}$,but I don't know how to apply it.
Can anyone help me to find:$\mathbb{E}[B^4(t)]$ where $B$ is a brownian motion?
I thought using this density function:$f_{B_t}(x) = \frac{1}{\sqrt{2 \pi t}} e^{-\frac{x^2}{2t}}$,but I don't know how to apply it.