Show that for (c>0) and (d>0) [P(B(t) leq c t+d text { for all } t geq
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Show that for \(c>0\) and \(d>0\)
\[P(B(t) \leq c t+d \text { for all } t \geq 0)=1-e^{-2 c d / \sigma^{2}}\]
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Related Book For
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
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