a continuous versio of Quant面试题：喝醉了（2.5星）

assume the drunk guy follows brownian motion, then to find E[\tau], we just need to solve a differential equation, since it is just one-dimension, the equation is just ODE:
-1/2 u_xx=0
u(0)=u(100)=0

E[\tau]=E[1]=99

所有跟帖： 

• a mistake:-1/2 u_xx=0 should be -1/2 u_xx=1 -雪山飞鱼- ♂ (0 bytes) () 08/08/2009 postreply 09:26:34

• 用计算机模拟了一下 -haobanfa- ♂ (0 bytes) () 08/15/2009 postreply 16:23:49

• 1,000,000次 iteration 的结果是 98.6 步，你的答案因该是对的，只不过 -haobanfa- ♂ (59 bytes) () 08/15/2009 postreply 16:27:31

• 回复：1,000,000次 iteration 的结果是 98.6 步，你的答案因该是对的，只不过 -雪山飞鱼- ♂ (478 bytes) () 08/18/2009 postreply 10:00:58

• 回复：a continuous versio of Quant面试题：喝醉了（2.5星） -tianxing- ♂ (4 bytes) () 10/24/2009 postreply 23:48:32