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Let {B, :t>0} be the standard Brownian Motion, what's the value of E(B2|B1 = 1, B3 = 2)? Select one: O a. 0 ОБ. 1/2 O. 1 O d. 3/2

Let {B, :t>0} be the standard Brownian Motion, what's the value of E(B2|B1 = 1, B3 = 2)? Select one: O a. 0 ОБ. 1/2 O. 1 O d. 3/2

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Let {B :t>0} be the standard Brownian Motion, what's the value of E(B2|B1 = 1, B3 = 2)? Select one: O a. 0 Оь. 1/2 O. 1 O d. 3/2 Let {B :t >0} be the standard Brownian Motion, what's the value of cov(B1, B3|B2)? Select one: O a. O Оь. 1/2 Oc. 1 O d. 3/2 Bị is the standard Brownian Motion, and T, is the first time the Brownian motion hits a, what's the value of P(T <T_1<Tz)? Select one: O a. 1/6 O b. 1/4 O. 1/3 O d. 1/2
Transcribed Image Text:Let {B :t>0} be the standard Brownian Motion, what's the value of E(B2|B1 = 1, B3 = 2)? Select one: O a. 0 Оь. 1/2 O. 1 O d. 3/2 Let {B :t >0} be the standard Brownian Motion, what's the value of cov(B1, B3|B2)? Select one: O a. O Оь. 1/2 Oc. 1 O d. 3/2 Bị is the standard Brownian Motion, and T, is the first time the Brownian motion hits a, what's the value of P(T <T_1<Tz)? Select one: O a. 1/6 O b. 1/4 O. 1/3 O d. 1/2
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