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Let T be the time to reach 1 for the reflected Brownian motion started from 0

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Let T be the time to reach 1 for the reflected Brownian motion started from 0
Answered Same Day Dec 26, 2021

Solution

Robert answered on Dec 26 2021
121 Votes
Ans. 1

For the Brownian motion,
The given time variable, T
For the reflected Brownian motion, the range of the displacement is given as,
0 1x 
Now, calculate the expected time to travel from 0 to 1,
The first passage time for the Brownian motion,
 inf :b tT t W b 
For the given Brownian Motion , ( )B...
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