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{B t, t 0}is the standard Brownian motion, and let Ta be the hitting time (the rst time the process hits a). What is the
{Bt, t 0}is the standard Brownian motion, and let Ta be the hitting time (the rst time the process hits a).
What is the expectation of Ta?
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
