Exercises for February 3rd

Exercises from ?ksendals book: 2.1, 2.2, 2.3, 2.8, 2.12, 2.15, 2.17.
Additional exercise: Prove that the Brownian motion is r- H?lder continuous for any 0< r < 1/2.

To those of you presenting exercises: try not to use more than 10-12 minutes for your turn to present.