Question: please help me with this question 1. A standard Brownian motion crosses the t-axis at times t = 2 and t = 5. Find the
please help me with this question
1. A standard Brownian motion crosses the t-axis at times t = 2 and t = 5. Find the probability that the process exceeds level x = 1 at time t = 4.
2. Show that Brownian motion with drift has independent and stationary increments
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