Q1-Consider a standard Wiener Process. 1. Find the probability that the process hits W(t)=-4 before it ever hits 2, and

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

Q1-Consider a standard Wiener Process. 1. Find the probability that the process hits W(t)=-4 before it ever hits 2, and

Post by answerhappygod »

Q1-Consider a standard Wiener Process.
1. Find the probability that the process hits W(t)=-4
before it ever hits 2, and then, upon hitting -4, hits 2 within 20
units of time of hitting -4.
2. Consider a function f(x) = a + bx. What is the
distribution of f (W (t))?
3. With a=5 and b=2, what is the probability that f(W(t))
hits = 8 before time 20?
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”