Let (left(B_{t}ight)_{t geqslant 0}) be a (mathrm{BM}^{1}) and (0
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Let \(\left(B_{t}ight)_{t \geqslant 0}\) be a \(\mathrm{BM}^{1}\) and \(0
a) \(\mathbb{P}\left(B_{t}=0ight.\) for some \(\left.t \in(u, v)ight)\);
b) \(\mathbb{P}\left(B_{t} eq 0 \forall t \in(u, w) \mid B_{t} eq 0 \forall t \in(u, v)ight)\);
c) \(\mathbb{P}\left(B_{t} eq 0 \forall t \in(0, w) \mid B_{t} eq 0 \forall t \in(0, v)ight)\).
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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