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all questions A Brownian motion on the real line with variance 3 starts at time 0 at position -1. (a) At time t = 3,
all questions A Brownian motion on the real line with variance 3 starts at time 0 at position -1. (a) At time t = 3, what is the probability the position is between 1 and 4? (b) Write an expression for the probability that the position is between 1 and 4 both at time t = 8 and at time t = 9. (c) Another independent Brownian motion with variance 5 is started at time t=0 at position x=-1 also. Compute or estimate the probability that they are within distance 1 of each other at time t=5
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