Q.1(a). Given s < t find P(B(s) > 0, B(t) > 0). Hint: write the probability in terms of B(s) and B(t) – B(s). Q. 1(b). Find E(B² B2 B3). Let W = By ds. Find EW and EW². What is the distribution of W?

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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Dear Expert , Please solve my question CORRECTLY in the image step by step. Have already Liked previously solved CORRECT solutions  & DISLIKED Conceptually INCORRECT SOLUTIONS. Therefore, Don't answer my question if you are not sure and confident to Correct answering.

 
Using the Concept of "Brownian Motion", Kindly solve the following questions CORRECTLY and
Step by Step. Both part is required. Don't answer, if you not sure for correct answering.
Q.1(a). Given s <t find P(B(s) > 0, B(t) > 0). Hint: write the probability in terms of B(s)
and B(t) – B(s).
Q. 1(b). Find E (B² B2 B3).
Let W = 6 B, ds. Find EW and EW2. What is the distribution of W?
Transcribed Image Text:Using the Concept of "Brownian Motion", Kindly solve the following questions CORRECTLY and Step by Step. Both part is required. Don't answer, if you not sure for correct answering. Q.1(a). Given s <t find P(B(s) > 0, B(t) > 0). Hint: write the probability in terms of B(s) and B(t) – B(s). Q. 1(b). Find E (B² B2 B3). Let W = 6 B, ds. Find EW and EW2. What is the distribution of W?
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