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expected value of a function

Can someone help me compute the expected value of $X_{n+1}$, that is : $E[X_{n+1}\mid X_0,X_1,\ldots,X_{n+1}]$, given : $X_n = X_0 e^{\mu \cdot S_n}$, $X_0 > 0$, where $S_n$ is a symmetric random walk and $\mu$ is greater than zero.

I am aware that the expected value of a given function is the mean. But i would like to know a method to compute the above. What is the right approach to get started on such problems on expected value computation.

So I understand that $X_{n+1} = X_n e^{\mu \cdot (S_{n+1} - S_n)}$ ? How do I proceed with computing the expectation?

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    @Probabilityman: When confused, you ask follow-up questions in a comment thread on your original question. You have of course done that, but unfortunately Robert Israel hasn't been back on the website since he posted his answer (according to his profile page) so he hasn't responded yet. It's only been 3 hours; at least give him time to respond or for others to come around and help (maybe a few days), *don't ask the same exact question again*. You're behaving **much too impatiently**.2012-02-07

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