Question: 3.1. Show that the cumulative distribution function for reflected Brownian motion is Evaluate this probability when x = 1, y = 3, and t =

3.1. Show that the cumulative distribution function for reflected Brownian motion is

Pr(R(t) < y)R(0) = x) = 0 (2*) (-1-*) y x =(2-3)+(3+*)-1

Evaluate this probability when x = 1, y = 3, and t = 4.

Pr(R(t) < y)R(0) = x) = 0 (2*) (-1-*) y x =(2-3)+(3+*)-1 +y' = (x+7) - (*-7).

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