True or False???
Let Ta denote the first time that a Brownian Motion
process, say {B(t), t≥0}, hits a value of a. Then P{B(t) ≥
a | 0 < Ta ≤ t} =.5. Assume that the Brownian
Motion process is not necessarily standard, but has no
drift.
True or False??? Let Ta denote the first time that a Brownian Motion process, say {B(t), t≥0}, hits a value of a. Then P
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True or False??? Let Ta denote the first time that a Brownian Motion process, say {B(t), t≥0}, hits a value of a. Then P
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