View Full Version : Probability that W(t) = 0 (Calculating inverse Gaussian double integral)

sweetpotatofry

05-01-2010, 01:34 PM

I'm working on a problem that asks for the probability that a standard Brownian motion = 0 for some time t between t0 and t1, and I'm stuck on proving this last part -

http://i42.tinypic.com/6fbdw4.png

Any help would be greatly appreciated. Thanks.

Martingale

05-01-2010, 06:51 PM

I'm working on a problem that asks for the probability that a standard Brownian motion = 0 for some time t between t0 and t1, and I'm stuck on proving this last part -

http://i42.tinypic.com/6fbdw4.png

Any help would be greatly appreciated. Thanks.

convert to polar coordinates then integrate.

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