Brownian motion start from 0.
T(1) first time reach x = 1 ;
T(-1) first time reach x = -1 ;
T(2) first fime reach x = 2;
P(T(1) < T(-1) < T(2)) = ?
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【在 l******i 的大作中提到】 : Brownian motion start from 0. : T(1) first time reach x = 1 ; : T(-1) first time reach x = -1 ; : T(2) first fime reach x = 2; : P(T(1) < T(-1) < T(2)) = ?
