Let {Bt:t> 0} be the standard Brownian Motion, what's the value of E(B2|B1 = 1, B3 = 2)? Select one: O a. 0 O b. 1/2 Oc.
Posted: Wed Nov 24, 2021 9:23 am
- Let Bt T 0 Be The Standard Brownian Motion What S The Value Of E B2 B1 1 B3 2 Select One O A 0 O B 1 2 Oc 1 (8.92 KiB) Viewed 59 times
Let {Bt:t> 0} be the standard Brownian Motion, what's the value of cov(B1, B3|B2)? Select one: O a. O a. Oь. 1/2 Oc. 1 O d. 3/2
By is the standard Brownian Motion, and Te is the first time the Brownian motion hits a, what's the value of P(T; <T-1 <T2)? Select one: O a. 1/6 a Oь. 1/4 Oc 1/3 O d. 1/2