Problem 1 Let W (t) be the standard Brownian Motion. Note that W (t) is a Wiener process. (a) Find P(-4 < W(3) < 4) (b) Find P(3 < W (3) + W (7) < 7) (c) Find P(W (3) > 3 | W(4) = 2)

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Problem 1
Let W (t) be the standard Brownian Motion. Note that W (t) is a Wiener process.
(a) Find P(-4 < W(3) < 4)
(b) Find P(3 < W (3) + W (7) < 7)
(c) Find P(W (3) > 3| W(4) = 2)
Transcribed Image Text:Problem 1 Let W (t) be the standard Brownian Motion. Note that W (t) is a Wiener process. (a) Find P(-4 < W(3) < 4) (b) Find P(3 < W (3) + W (7) < 7) (c) Find P(W (3) > 3| W(4) = 2)
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