Question: 4. (15 points) Let B(t),t 2 U be a standard Brownian motion. Answer the following questions: (a) Find the probability that 3(2) > max (B(1),B(3)).

4. (15 points) Let B(t),t 2 U be a standard Brownian motion. Answer the following questions: (a) Find the probability that 3(2) > max (B(1),B(3)). (b) Find the pdf of w

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