Question: please help In Problems 8.1, 8.2, and 8.3, let (X(r), r 2 0) denote a Brownian motion process. 2 5.1. Let Y(r) = (X(1/t). (a)
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In Problems 8.1, 8.2, and 8.3, let (X(r), r 2 0) denote a Brownian motion process. 2 5.1. Let Y(r) = (X(1/t). (a) What is the distribution of Y(r)? (b) Compute Cov(Y(s), Y()). (c) Argue that {Y(r), / 2 0) is also Brownian motion. (d) Let T = infir > 0: X(I) = 0). Using (c) present an argument that PIT = 0) = 1
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