Recent content by Altemicione

Describe the process of simulating a brownian motion with drift of 4 units and diffusion of 2 units. write a program in any application to imulate such a brownian motion. Anyone knows where should i start first if i use excel to do it. I don't know what equation to use.

1. Prove each of the following statements (assume that any conditioning event has positive probability). (a) If A is subset of B then P(B|A)=1 and p(A|B)=P(A)/P(B). (b) If A and B are mutually exclusive, then...