Question: Let B 1 ( t ) and B 2 ( t ) be independent standard Brownian motion processes. Define R ( t ) is the

Let B1(t) and B2(t) be independent standard Brownian motion processes. Define

R(t)=B(t) + B(t), t0.

R(t) is the radial distance to the origin in a two-dimensional Brownian motion. Determine the mean of R(t).
 

R(t)=B(t) + B(t), t0.

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