Task 16. Let To be the time it takes a standard Brownian motion to hit a. Find the probabilities 1) P(T₂

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Task 16. Let T. be the time it takes a standard Brownian motion to hit a.
Find the probabilities
+1) P(T, < T-3 < T3),
2) P(T_3 < T < T3),
3) P(T < T3),
+ 4) P(T, < T-3 < T, < T-4).
Transcribed Image Text:Task 16. Let T. be the time it takes a standard Brownian motion to hit a. Find the probabilities +1) P(T, < T-3 < T3), 2) P(T_3 < T < T3), 3) P(T < T3), + 4) P(T, < T-3 < T, < T-4).
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