Let {X(t)} be a BM with parameter o = 2 and X (0) = 0. Find P(T-1 < T₂

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Let {X(t)} be a BM with parameter o = 2 and X (0) = 0. Find P(T_1< T2 < T-2).
BM means Brownian Motion
Transcribed Image Text:Let {X(t)} be a BM with parameter o = 2 and X (0) = 0. Find P(T_1< T2 < T-2). BM means Brownian Motion
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