X and Y are exponentially distributed and independent with densities f(x)=-exp| a a X Obtain P X +Y

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A: dB =[ (?B/?x) a(x0-x) + ?B/?t + ( 1/2) (?2B/?x2) s2x2] dt + (?B/?x)sxdz Since: B= e -x(T-t) The…

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