3667随机过程中等derivationmedium
Start Required for a 70% Upper Exit Chance on [0,6]
题目
Brownian motion starts at x inside [0,6] and stops on first exit. For what x does OST imply a 70% chance of exiting through 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
题目
Brownian motion starts at x inside [0,6] and stops on first exit. For what x does OST imply a 70% chance of exiting through 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