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litaihei (李太黑) 于 (Thu Apr 12 22:28:10 2007) 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)) = ?
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litaihei (李太黑) 于 (Thu Apr 12 23:34:09 2007) 提到:
This is a text book execise, in Ross' book about probability
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litaihei (李太黑) 于 (Fri Apr 13 09:51:19 2007) 提到:
a small hi