Math 495  HW Set 10
Stochastic Processes
Professor Wickerhauser

Due Wednesday, April 11th, 2018 at the end of class.
LATE HOMEWORK WILL NOT BE ACCEPTED.

These exercises are from Gregory F. Lawler's textbook
"Introduction to Stochastic Processes," second edition, ISBN 978-1-58488-651-8,
Chapman and Hall/CRC Press, second edition, 2006.

Read Chapter 8, "Brownian Motion," sections 8.5--8.8, pp.189--194

Required:
Section 8.9, p.196:  8.9
Section 8.9, p.196:  8.10
Section 8.9, p.197:  8.11
Section 8.9, p.197:  8.14*
Section 8.9, p.197:  8.15


Optional:
Section 8.9, p.197:  8.12
Section 8.9, p.198:  8.16
Section 8.9, p.198:  8.17


* I judge these to be more challenging.