Let M(1) maxsss, X(s) and show that P{M(t) > a|M(t) = X(1)} = e121 a>0

Question:

Let M(1) maxsss, X(s) and show that P{M(t) > a|M(t) = X(1)} = e121 a>0

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: