Timeline for Probability that a geometric Brownian motion with additional determinstic drift ever hits zero
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 25, 2022 at 14:14 | history | edited | Nate River | CC BY-SA 4.0 |
edited body
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| Apr 25, 2022 at 13:56 | answer | added | Kurt G. | timeline score: 1 | |
| S Apr 25, 2022 at 13:48 | history | suggested | Kurt G. | CC BY-SA 4.0 |
fixed explicit solution
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| Apr 25, 2022 at 13:22 | comment | added | Kurt G. | I think something needed to be fixed a bit. Did it. Please check. | |
| Apr 25, 2022 at 13:22 | review | Suggested edits | |||
| S Apr 25, 2022 at 13:48 | |||||
| Apr 25, 2022 at 13:15 | comment | added | Nate River | Thank you! I have added the explicit formula. | |
| Apr 25, 2022 at 13:15 | history | edited | Nate River | CC BY-SA 4.0 |
Added explicit formula for solution to SDE
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| Apr 25, 2022 at 12:28 | comment | added | Kurt G. | Hint : this SDE has an explicit solution. Please write it down and add it to the question. Then we go from there. | |
| Apr 25, 2022 at 11:50 | history | edited | Nate River | CC BY-SA 4.0 |
added 220 characters in body
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| Apr 25, 2022 at 11:42 | history | asked | Nate River | CC BY-SA 4.0 |