n*****w
发帖数: 452 | 1 brownian motion 从0点出发，经过b后到a的概率是多少？高人给个详细的又科普的解
释吧？谢谢。 | T*******t
发帖数: 9274 | 2 1- 没经过b就到a的概率阿
【在 n*****w 的大作中提到】
: brownian motion 从0点出发，经过b后到a的概率是多少？高人给个详细的又科普的解
: 释吧？谢谢。
| n*****w
发帖数: 452 | | p*****k
发帖数: 318 | 4 needlaw, assume standard BM with no drift, i interpret your
question as the prob. of first-time hitting "a" while the path
has hit "b" earlier.
(instead of the conditional prob of hitting "a" given the path
already hit "b", which is just 1)
assume a and b are not equal and both nonzero. couple of cases:
if a>b>0 or a
if b>a>0 or b
if a<0
event, then as Taikonaut said, one just needs the prob of never
hitting "b" | s****r
发帖数: 94 | 5 说的仔细点儿呗？
有时间限制吗？还是时间无穷大？
【在 n*****w 的大作中提到】
: brownian motion 从0点出发，经过b后到a的概率是多少？高人给个详细的又科普的解
: 释吧？谢谢。
| n*****w
发帖数: 452 | |
|
