Timeline for Exit probability on a finite interval
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 12, 2021 at 7:12 | comment | added | mike | I may not understand what A is. I thought A = $\{(t,x) \in [0,T] \times (0,+\infty) \} $ and the condition $ 0 \leq y \leq L$ didn't really belong in the braces, so that the probability you are looking for is the probability that the diffusion becomes positive before time T. | |
| Apr 11, 2021 at 10:05 | comment | added | RedLapm | Thank you, even if in the article that I'm reading they state that the probability is less than c/y^2 where c is a positive constant, how can I justify it? | |
| Apr 11, 2021 at 8:16 | comment | added | mike | Except when y=0, the answer is 1, because you have started it in that interval. I think the solution starting from 0 is always 0, and so it never enters the stricly positives. | |
| Apr 10, 2021 at 8:34 | review | First posts | |||
| Apr 10, 2021 at 9:46 | |||||
| Apr 10, 2021 at 8:26 | history | asked | RedLapm | CC BY-SA 4.0 |