b***k
发帖数: 2673 | 1 ☆─────────────────────────────────────☆
haloman (halo) 于 (Mon Mar 2 09:47:16 2009) 提到:
W_t Brownian motion starts at 0,
Give A > 0 > B,
define stopping time:
Tao = inf(t: W_t > A or W_t < B)
find P(Tao < T).
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cpooh (Joke围棋) 于 (Mon Mar 2 09:58:13 2009) 提到:
use the property:
the stopped brownian motion is still a martingale
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daj (肉丝炒饭--小吵肉fan) 于 (Mon Mar 2 10:18:18 2009) 提到:
kao
too niu X le
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