Extend the result of Example 2 for the probability (f(x)) of hitting (M) before (-N) starting at
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Extend the result of Example 2 for the probability \(f(x)\) of hitting \(M\) before \(-N\) starting at \(x\) to the case of Brownian motion with drift \(\mu\) and variance rate 1.
(Hint: Begin by following the steps of that example, but look harder at the expected powers of \(X_{h}-x\).)
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Related Book For 
Introduction To The Mathematics Of Operations Research With Mathematica
ISBN: 9781574446128
1st Edition
Authors: Kevin J Hastings
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