Question: Please help me with Q6 part(4). The answer for part (1) is computed and shown in the picture. Q. 6 (15 points). Suppose (Xt)t20 solves

Please help me with Q6 part(4). The answer for part (1) is computed and shown in the picture.

Q. 6 (15 points). Suppose (Xt)t20 solves the SDE F (2) = f ( )= STCC e dXt = axedt +odBt, Xo = x, Z ~ N (O, c ) where a, o > 0 are given constants. Let c > 0, and let F(z) = P(Z r) for each x, r ER. 3 X 0 (4) Find Px (M = oo) for each x E R. Give answers to parts (2-4) in terms of probabilities involving the normal ran- dom variable (Z, such as P(Z -co Px (Trz

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