Let (T_{a}=inf left{t:left|X_{t} ight|=a ight}). Give the law of (T_{a}) under (mathbf{W}_{0 ightarrow 0}^{(t)}). W0 (f(Ta1(T

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Let $T_{a}=\inf \left\{t:\left|X_{t}\right|=a\right\}$. Give the law of $T_{a}$ under $\mathbf{W}_{0 \rightarrow 0}^{(t)}$.

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Mathematical Methods For Financial Markets

ISBN: 9781447125242

1st Edition

Authors: Monique Jeanblanc, Marc Yor, Marc Chesney

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Question Posted: Apr 02, 2024 06:00 AM

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Let (T_{a}=inf left{t:left|X_{t} ight|=a ight}). Give the law of (T_{a}) under (mathbf{W}_{0 ightarrow 0}^{(t)}). W0 (f(Ta1(T

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W0 (f(Ta1(T

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Mathematical Methods For Financial Markets

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