Question: Let X (t) = 8.5 + 1.8t + 1.17B (t), where B (t) is a Brownian motion. Determine the weight-producing function X (2.12).

Let X (t) = 8.5 + 1.8t + 1.17B (t), where B (t) is a Brownian motion.

 

Determine the weight-producing function X (2.12).

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