3549随机过程困难derivationmedium
Lower Barrier Needed for Expected Exit Time 12
题目
Brownian motion starts at x = 2 with upper barrier 5 and lower barrier a. What a makes the expected exit time equal to 12?
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题目
Brownian motion starts at x = 2 with upper barrier 5 and lower barrier a. What a makes the expected exit time equal to 12?
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