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).

Results 1 to 2 of 2

- March 13th 2013, 05:56 PM #1

- Joined
- Feb 2013
- From
- Canada
- Posts
- 44

- March 13th 2013, 07:27 PM #2

- Joined
- Sep 2012
- From
- Australia
- Posts
- 3,607
- Thanks
- 591