Question: 4.1. A Brownian motion {X(t)} has parameters = -0.1 and a- = 2. What is the probability that the process is above y =

4.1. A Brownian motion {X(t)} has parameters μ = -0.1 and

a- = 2.

What is the probability that the process is above y = 9 at time t = 4, given that it starts at x = 2.82?

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