Question: This question is from https://www.coursehero.com/u/file/74219022/Tutorial-6pdf/#question Detailed explanation appreciated 3. Q. 14, set 6. Optional stopping theorem for martingales of Brownian motion. (a) Let B, be

This question is from https://www.coursehero.com/u/file/74219022/Tutorial-6pdf/#question

Detailed explanation appreciated

3. Q. 14, set 6. Optional stopping theorem for martingales of Brownian motion. (a) Let B, be standard Brownian motion started at 0. Find the probability that B: hits 5 before it hits -1. (b) Let T be the first time B, hits 5 or -1. By stopping martingale B? - t find expectation of T

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