Question: Question 4 (4.1) Let Tx denote the time until a standard Brownian motion hits x. Calculate PIT1 Quesuon (4.1) Let Tx denote the time until

Quesuon (4.1) Let Tx denote the time until a standard Brownian motion

hits X. Calculate P{TI < < T2}. (15)

Question 4 (4.1) Let Tx denote the time until a standard Brownian motion hits x. Calculate PIT1

Quesuon (4.1) Let Tx denote the time until a standard Brownian motion hits X. Calculate P{TI < < T2}. (15)

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