3550随机过程困难derivationmedium
Upper Barrier Needed for Expected Exit Time 6 From x = 1.5
题目
Brownian motion starts at x = 1.5 with lower barrier 0 and upper barrier b. What b makes the expected exit time equal to 6?
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题目
Brownian motion starts at x = 1.5 with lower barrier 0 and upper barrier b. What b makes the expected exit time equal to 6?
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