I can't see where I'm going wrong, but I don't get the correct answer. B(t) is a brownian motion started at 0 where I want to find My attempt: But this is wrong... Why? Thanks for any help
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First you need to observe that regardless of the realization from time 0 to t And
Originally Posted by cl85 First you need to observe that regardless of the realization from time 0 to t And (Brownian motion is normally distributed with mean 0) The correct answer is supposed to be "not zero"
Also, both and are positive.
Originally Posted by cl85 But it DOES equal doesn't it? Because if B(t) is greater than or equal to zero, then Where am I going wrong here?
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