2.1. Let {B(t); t ? 0} be a standard Brownian motion, with B(0) = 0, and let...
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2.1. Let {B(t); t ? 0} be a standard Brownian motion, with B(0) = 0, and let M(t) = max{B(u); 0 s u < t}.
(a) Evaluate Pr(M(4) <_ 2).
(b) Find the number c for which Pr{M(9) > c} = 0.10.
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Related Book For 
An Introduction To Stochastic Modeling
ISBN: 9780126848878
3rd Edition
Authors: Samuel Karlin, Howard M. Taylor
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