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Suppose that {Y(t),0 S t S 1} is a Brownian motion process with variance parameter 02. Show that P(Y(1) > U|Y(1/2) = a) m .9213

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Suppose that {Y(t),0 S t S 1} is a Brownian motion process with variance parameter 02. Show that P(Y(1) > U|Y(1/2) = a) m .9213

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