MathDB
Brownian Motion and Increasing Probability

Source: Miklos Schweitzer 2015,P11

April 8, 2016
probabilitycollege contestsprobability and stats

Problem Statement

For [0,1]⊂E⊂[0,+∞)[0,1]\subset E\subset [0,+\infty) where EE is composed of a finite number of closed interval,we start a two dimensional Brownian motion from the point x<0x<0 terminating when we first hit EE.Let p(x)p(x) be the probability of the finishing point being in [0,1][0,1].Prove that p(x)p(x) is increasing on [−1,0)[-1,0).
Back to ProblemsView on AoPS