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nevertrue (Blank) 于 (Sun Dec 9 20:16:45 2007) 提到:
x is a brownian motion with drift dx=mdt+dz. If x starts from 0, what is the
probability that x hits 2 before hitting -4?
Can anyone give a solution in detail? Thanks.
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findle (It is not a big deal) 于 (Sun Dec 9 20:33:25 2007) 提到:
then exp{-2mX(t)}is a martingale.
the
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chopinor (lonelycat) 于 (Sun Dec 9 20:46:33 2
