. Use the theory of section 12.2 to verify that the invariant distribution in the case of...

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. Use the theory of section 12.2 to verify that the invariant distribution in the case of a Wiener process confined between reflecting barriers is as given in section 12.3. Sketch the density for the following parameter values: a = 2, a ^ = \ , p = —\ ,0 and 1.

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