Consider a Brownian motion {X(t) : t≥0} with variance parameter σ²=2. For what value of M can we be 90% sure that the motion does not surpass M in 6 seconds?

Name: Consider a Brownian motion {X(t) : t≥0} with variance parameter σ²=2. For what value of M can we be 90% sure that the motion does not surpass M in 6 seconds?
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The Answer of Consider a Brownian motion {X(t) : t≥0} with variance parameter σ²=2. For what value of M can we be 90% sure that the motion does not surpass M in 6 seconds?

Consider a Brownian Motion {X(t) : T≥0} with Variance Parameter