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

let \tau be the stopping time of brownian motion W(t) exitting from 0 or 100 and starting at x in (0,100).
u(x) be the solution to the following equation,
-1/2u_xx=1
u(0)=u(100)=0
Then using Ito Calculus on u(W(t)), we have
du(W(t))=u'(W(t))dW(t)+1/2u''(W(t))dt=u'(W(t))dW(t)-dt
Integrating both sides from 0 to \tau
we have
u(W(\tau))-u(W(0))=\int_0^{\tau}u'(W(t))dW(t)-\tau
Take expectation on both sides, then
-u(x)=-E[\tau]