3666随机过程中等derivationmedium
Upper-Hit Probability on [-3,5] from x=1
题目
A Brownian motion starts at x = 1 and is stopped at the first exit from [-3,5]. Using OST on W_t, what is the probability it exits through 5?
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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
A Brownian motion starts at x = 1 and is stopped at the first exit from [-3,5]. Using OST on W_t, what is the probability it exits through 5?
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