subject
Mathematics, 12.12.2019 05:31 mutoni55

(more brownian motion gymnastics) let (bt)t≥0 be a standard brownian motion and fix 0 < t1 < t2.

(a) compute e e −b2 t1 .
(b) compute e[|bt1 |].
(c) compute the joint density fbt1 ,bt2 (x, y).
(d) compute the conditional density fbt2 |bt1 (y | x).
what distribution does it correspond to? (e) compute the conditional density fbt1 |bt2 (x | y). what distribution does it correspond to?

ansver
Answers: 2

Another question on Mathematics

question
Mathematics, 21.06.2019 15:10
What is the size of the matrix resulting from
Answers: 1
question
Mathematics, 21.06.2019 16:30
Why do interests rates on loans to be lower in a weak economy than in a strong one
Answers: 2
question
Mathematics, 21.06.2019 19:50
The probability that an adult possesses a credit card is .70. a researcher selects two adults at random. by assuming the independence, the probability that the first adult possesses a credit card and the second adult does not possess a credit card is:
Answers: 3
question
Mathematics, 21.06.2019 21:10
Jenny earned a 77 on her most recent test jenny score is no less then 5 points greater then 4/5 of terrance’s score if t represents terrance score which inequality represents the situation
Answers: 3
You know the right answer?
(more brownian motion gymnastics) let (bt)t≥0 be a standard brownian motion and fix 0 < t1 <...
Questions
question
Health, 07.08.2021 22:30
question
Arts, 07.08.2021 22:30
question
Mathematics, 07.08.2021 22:30
question
Mathematics, 07.08.2021 22:30
question
Arts, 07.08.2021 22:30
Questions on the website: 13722361