Let (X_{t}=N_{t}+c t). Compute (mathbb{P}left(inf _{s leq t} X_{s} leq a ight)). One should distinguish the cases

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Let $X_{t}=N_{t}+c t$. Compute $\mathbb{P}\left(\inf _{s \leq t} X_{s} \leq a\right)$. One should distinguish the cases $c>0$ and $c<0$.

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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 03, 2024 01:01 AM

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Let (X_{t}=N_{t}+c t). Compute (mathbb{P}left(inf _{s leq t} X_{s} leq a ight)). One should distinguish the cases

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Mathematical Methods For Financial Markets

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