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Math Help - B.M

  1. #1
    Junior Member
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    Canada
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    B.M

    Assume that B(t) is a Brownian motion and B(0) = 0.
    1. Find the marginal distribution of B(4), B(5) and B(5)B(4), respectively.
    2. Find the joint distribution of B(4) and B(5), and compute Pr(B(4) >
    1, B(5) < 0).
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  2. #2
    MHF Contributor
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    Re: B.M

    Hey apatite.

    Hint: What are the properties for Brownian motions? Knowing this will answer your question.
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