If X is a normal distribution $N(0,\sigma^2)$ is $\frac{1}{X}$ any sort of "official" distribution or something that should just be computed?
In particular I'm looking to find the expectation $E[\frac{1}{X}]$ where X is a Brownian motion.
If X is a normal distribution $N(0,\sigma^2)$ is $\frac{1}{X}$ any sort of "official" distribution or something that should just be computed?
In particular I'm looking to find the expectation $E[\frac{1}{X}]$ where X is a Brownian motion.
As I answered to your previous question, $E[1/X]=\infty$ for a normal distribution.