Problem L5.2. Let B(t) be a sBM. Find the following probabilities a) P(B(2) > 2) b) P(B(2) > B(1)) c) P(B(2)>0 | B(1)>0). Are the events (B(1) > 0} and {B(2) > 0}. Hint: (B(2), B(1)) is bivariate Normal. Use definition of conditional probability.

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