Question: 2. Let B = (B1, B2,..., B) be a d-dimensional Brownian motion and R = ||B|| = (B;)+---+(B;). What is the distribution of the

2. Let B = (B1, B2,..., B) be a d-dimensional Brownian motion and R = ||B|| = (B;)+---+(B;). What is the distribution of the process Br dB? Hint: use Lvy theorem. 3. Find a stochastic differential equation that Re satisfies.

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