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Can anyone show me how to solve this problem? Exercise 3.7 Let (X(t), 1 > 0} be a Brownian motion process with drift parameter ji

Can anyone show me how to solve this problem?

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Exercise 3.7 Let (X(t), 1 > 0} be a Brownian motion process with drift parameter ji and variance parameter o?. Assume that X (0) = 0, and let T be the first time that the process is equal to y. For y > 0, show that 1. if u 20 P(T) 27/0?, if u

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