Wiener process probability
Calculate with what probability it will happen that the random trajectory of the Wiener process will acquire a value greater than 2 at time 2 and a value less than 2 at time 3.
Answer
 The questioner was satisfied with and accepted the answer, or
 The answer was evaluated as being 100% correct by the judge.

Hello, thank you for your answer! Could you please tell me how did you calculate the double integral? Thank you for your response.

@Green: Please respond to Kingroma99 question above.

@Kingroma99, the double integral was evaluated numerically. Otherwise one can compute it by first treating t as a constant, and integrating from negative infinity to 2s. This involves the error function, which is the antiderivative of the Gaussian. Then, the result can be integrated with respect to t from 2 to infinity. To get a closed form in terms of error functions, one follows the above procedure while doing a few integral substitutions.
 answered
 545 views
 $9.50
Related Questions
 Two statistics proofs with regressions, any help much appreciated!
 Maximum Likelihood Estimation
 Finding two importance functions
 Probability and Statistics problem
 Statistics problem
 Convergence in Lp
 please use statistics to explain spooky phenomenon
 Can someone explain why the attached RStudio Code, provided by the author, does not create the output like in his book?