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This question is about stochastic process( Bronian motion)Please answer the quesiton with steps. 1313standard Brownian bridge,BMstandard Brownian motion, GPGaussian process HI Let B (BO be
This question is about stochastic process( Bronian motion)Please answer the quesiton with steps.
1313standard Brownian bridge,BMstandard Brownian motion, GPGaussian process HI Let B (BO be BM. Determine the following quantities: (a) E[2B2 - 131]; (b) - 132)2]; (c) a Lebesgue density of (132 131)2; (d) E[B31B2];
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