For Brownian motion with drift coefficient , show that for x>0 | X(s)|>x} = o(h). P max

Question:

For Brownian motion with drift coefficient , show that for x>0 | X(s)|>x} = o(h). P max X(s): =

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

Question Posted: