Question: Given a standard Wiener process (W_{t}), find: - The joint probability - The variance The set theoretical notation refers to the intersection of events,

Given a standard Wiener process $W_{t}$, find:

- The joint probability

P{(W-W220) (W 0)}.

- The variance

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The set theoretical notation ⋂ refers to the intersection of events, and is equivalent to the logical and. We look for the probability of a joint event.

P{(W-W220) (W 0)}.

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