3529随机过程困难derivationmedium
Endpoint Cap Needed for a 10% Joint Tail
题目
For standard Brownian motion over t = 1 with barrier a = 1, what endpoint cap b gives P(max_{0<=s<=1} W_s >= 1, W_1 <= b) = 0.10?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
For standard Brownian motion over t = 1 with barrier a = 1, what endpoint cap b gives P(max_{0<=s<=1} W_s >= 1, W_1 <= b) = 0.10?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案