Question: Let X(t) be a Brownian motion with X(0) = 10, drift = 3, and volatility = 3. Find the probability that the Brownian motion at
Let X(t) be a Brownian motion with X(0) = 10, drift = 3, and volatility = 3. Find the probability that the Brownian motion at time t = 0.5 has a state value of at least 10.
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