← 返回数学题库
3560随机过程中等derivationmedium

Start Needed to Match Both a Probability and an Exit Time on [0, 10]

题目

Brownian motion starts at x inside [0, 10]. If the probability of hitting 10 before 0 is 0.6, what is the expected exit time?

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