2.5. Let ro be the largest zero of a standard Brownian motion not exceeding a > 0....

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2.5. Let ro be the largest zero of a standard Brownian motion not exceeding a > 0. That is, To = max {u ? 0; B(u) = 0 and u < a}. Show that

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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Question Posted: Oct 31, 2024 06:00 AM

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2.5. Let ro be the largest zero of a standard Brownian motion not exceeding a > 0. That is, To = max {u ? 0; B(u) = 0 and u < a}. Show that
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2.5. Let ro be the largest zero of a standard Brownian motion not exceeding a > 0....

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An Introduction To Stochastic Modeling

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