I'm trying to find the distribution of hitting times for two border brownian motion with respect to both the hitting time AND which border is hit. Is this well defined?
This is assuming $W_0=0$ with borders at $a$ and $-b$ given $a>0$ and $b>0$.
2026-04-09 08:20:30.1775722830
Distribution of hitting time for two border brownian motion
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