Apply the change of measure argument to (7.13) so as to obtain the first-passage-time distribution to state
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Apply the change of measure argument to (7.13) so as to obtain the first-passage-time distribution to state 0 for a p-random walk.
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Related Book For 
Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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