can some one help me with this?
Let N(t) be a Poisson Process with constant intensity on R.?
(a) find the covariance of N(s) and N(t)
(b) show that N is continuous in mean square, which is to say that E[{N(t+h)-N(t)}^2]
-->0 as h-->0.
(c) prove that N is continuous on probability, which is to say that P(|N(t+h)-N(t)|>∈)->0
as h-->0, for all ∈>0
(d) Show that N is differentiable in probability but not in mean square.
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