Let X (t) = 8.5 + 1.8t + 1.17B (t), where B (t) is a Brownian motion.
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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).
Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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