3688随机过程中等essaymedium
Why Expected Exit Time Comes from W_t^2-t
题目
Why does the compensated square W_t^2-t become the natural OST object for expected exit times?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
题目
Why does the compensated square W_t^2-t become the natural OST object for expected exit times?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。