3541随机过程中等derivationmedium
Start Needed for a 70% Upper-Hit Probability on [0, 6]
题目
For Brownian motion on [0, 6], at what starting point x is the probability of hitting 6 before 0 equal to 0.7?
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 Brownian motion on [0, 6], at what starting point x is the probability of hitting 6 before 0 equal to 0.7?
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