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Solve this question by steps, thank you. H6 Assume B = (B )to is BM and By := maxo 0 : B, = a} be

Solve this question by steps, thank you.

H6 Assume B = (B )to is BM and By := maxo ~~0 : B, = a} be the first time Brownian motion visits a. The reflection principle states P(T. > t) = P(B:~~

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