花 Var(xdB)-E n-l aud-8e i=0 n-1 m-1 -E 》∑ccB(t+1)-B(tB(t+1)-B(t川 j=0 n-1 cCE[(B(t+1)-B(t)(B(t+1）-B(t)川 8/47 =0 n-1 c(t+1-t) =0 GoBack FullScreen Close Quit8/47 kJ Ik J I GoBack FullScreen Close Quit V ar( Z XdB) = E "X n−1 i=0 ci(B(ti+1) − B(ti))#2 = E  X n−1 i=0 X n−1 j=0 cicj[B(ti+1) − B(ti)][B(tj+1) − B(tj)]   = X n−1 i=0 X n−1 j=0 cicjE[(B(ti+1) − B(ti))(B(tj+1) − B(tj))] = X n−1 i=0 c 2 i (ti+1 − ti)