Suppose that $B_t$ is a standard Brownian Motion. And $T_a$ $T_b$ are the hitting time whereas $a<0$, $b>0$. Then are these two rand开发者_运维百科om variables independent?They are not independent:
I am looking for a python library that would allow me to compute stochastic calculus stuff, like the (conditional) expectation of a random process I would define the diffusion. I had a lo开发者_JAVA百
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