3668随机过程中等derivationmedium
Lower Barrier for a 40% Upper Exit Chance
题目
Brownian motion starts at 1 with upper barrier 4 and lower barrier a. Using OST on W_t, what a gives a 40% chance of exiting through 4?
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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 1 with upper barrier 4 and lower barrier a. Using OST on W_t, what a gives a 40% chance of exiting through 4?
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