3677随机过程中等derivationmedium
Drifted Brownian Upper-Hit Probability with Negative Drift
题目
A drifted Brownian motion satisfies dX_t = -0.3dt + dW_t, starts at 2, and stops on first exit from [0,5]. 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