Question: Consider an Ornstein-Uhlenbeck process dX(t) -BX(t)dt oper for some constants B, 0 > 0, with value = 0. Suppose we know that the standard deviation

Consider an Ornstein-Uhlenbeck process dX(t) -BX(t)dt oper for some constants B,

Consider an Ornstein-Uhlenbeck process dX(t) -BX(t)dt oper for some constants B, 0 > 0, with value = 0. Suppose we know that the standard deviation of X(1) and X (2) are 4 and 5 respectively. Compute the probability that X(3) > 3. Consider an Ornstein-Uhlenbeck process dX(t) -BX(t)dt oper for some constants B, 0 > 0, with value = 0. Suppose we know that the standard deviation of X(1) and X (2) are 4 and 5 respectively. Compute the probability that X(3) > 3

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