Prove that E{wt} = 2t/. Show that to obtain this answer, it suffices to consider the case
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Prove that E{∼wt} = √2t/π. Show that to obtain this answer, it suffices to consider the case t = 1. Is the expected value of the maximum value of Brownian motion on the interval [0,2] twice as large as that on the interval [0,1]?
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