4.1. What is the probability that a standard Brownian motion {B(t) } ever crosses the line a...

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4.1. What is the probability that a standard Brownian motion {B(t) }

ever crosses the line a + bt (a > 0, b > 0)?

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An Introduction To Stochastic Modeling

ISBN: 9780126848878

3rd Edition

Authors: Samuel Karlin, Howard M. Taylor

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