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Was asked to find the probability that a particle subject to brownian motion in the x direction, and with drift velocity v in the y direction would bypass two walls at y=y1 (going from x=0 to x= infinity) and y=y2 (from x=0 to x=-infinity) where y2-y1=y1.
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Securities Intern

Interviewed at Goldman Sachs

3.7★
Nov 11, 2013

Was asked to find the probability that a particle subject to brownian motion in the x direction, and with drift velocity v in the y direction would bypass two walls at y=y1 (going from x=0 to x= infinity) and y=y2 (from x=0 to x=-infinity) where y2-y1=y1.

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