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Problem 2. (20p) (Minimum of Brownian Motion) Let (0, F. P) be a probability space and define My = max B, where B, for t

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Problem 2. (20p) (Minimum of Brownian Motion) Let (0, F. P) be a probability space and define My = max B, where B, for t > 0, is a Brownian motion. In the Practice Final Exam you showed, using the reflection principle, that for all T = 0 P(My b, By > I) = (_ -#7)_0(4) b

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