B*********h
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litaihei (李太黑) 于 (Thu Apr 12 22:31:25 2007) 提到:
X(t) = a t + b B(t),
where B(t) is standard brownian motion.
P(X(t) hit X = A befroe hit X = -B) = ?
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litaihei (李太黑) 于 (Thu Apr 12 23:34:48 2007) 提到:
This is a text book execise, in Ross' book about probability
This is also a real interview question.
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sinbad (霜与火) 于 (Fri Apr 13 00:01:57 2007) 提到:
can you outline the s |
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