Question: 5. Let X be Brownian motion with drift parameter y and variance parameter 0>0. a. Find the mean function of Xt. b. Find the covariance

5. Let X be Brownian motion with drift parameter y and

5. Let X be Brownian motion with drift parameter y and variance parameter 0>0. a. Find the mean function of Xt. b. Find the covariance function of Xt. You may use the covariance function of B without proof. c. Let y = .1 and o =.4. Find P(X2 0. a. Find the mean function of Xt. b. Find the covariance function of Xt. You may use the covariance function of B without proof. c. Let y = .1 and o =.4. Find P(X2

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