Chapter 9.3, Problem 7CP

a.

To determine

To find: The probability of path not crossing the interval condition of $\text{0}\le {\text{t}}_{\text{1}}\le {\text{t}}_{\text{2}}$ for the given interval $\text{3<t<5}$ for given $n=10000$ in the problem by Monte Carlo simulation in matlab program.

b.

To determine

To find: The probability of path not crossing the interval condition of $\text{0}\le {\text{t}}_{\text{1}}\le {\text{t}}_{\text{2}}$ for the given interval $\text{2<t<10}$ for given $n=10000$ given in the problem by Monte Carlo simulation in matlab program.

c.

To determine

To find: The probability of path not crossing the interval condition of $\text{0}\le {\text{t}}_{\text{1}}\le {\text{t}}_{\text{2}}$ for the given interval $\text{8<t<10}$ for given $n=10000$ in the problem by Monte Carlo simulation in matlab program.