3675随机过程中等derivationmedium
Average Exit Time with Uniform Start on [0,6]
题目
The starting point X is uniform on [0,6]. Brownian motion starts at X and stops on first exit from [0,6]. What is E[tau] on average?
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
The starting point X is uniform on [0,6]. Brownian motion starts at X and stops on first exit from [0,6]. What is E[tau] on average?
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