Question: 8.3.1 Show that the cumulative distribution function for reflected Brownian motion is Evaluate this probability when x D 1; y D 3, and t D

8.3.1 Show that the cumulative distribution function for reflected Brownian motion is

Pr{R() < y\R(0) = x) = 0 (**) - 0 (= -y-x

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

Pr{R() < y\R(0) = x) = 0 (**) - 0 (= -y-x y+x =*(**)+*(**)-1 -(*)-(7)

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