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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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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Show that for (c>0) and (d>0) [P(B(t) leq c t+d text { for all } t geq

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Applied Probability And Stochastic Processes

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