I started to put this question as a Hub request but the details I have for the question are so much text that was not able to place it there. The limitation for a Hub request text is 200 characters. I am hoping I am not breaking any rules by posting this question as a Hub Page. But my question or a topic on which I would like to get some enlightening does need some more text to be defined nicely.

I think the requests on the Hub Pages is a great feature and that is how I actually started Hub-ing. My first hub is an answer to a request and is my highest ranked Hub (duh!). I think people responding to requests like answering questions on answers.yahoo.com or wiki.answers.com is a great way for people to motivate writing in others - you have an immediate topic and you know there is at least live being interested in reading something in the topic. And if you are good at it you may get paid for it :-).

If anybody answers with Hub and notifies me I can put a link from this Hub to the answer. Or if it does not take much you can answer it in a comment post.

So thank you in advance!

The question, topic should be well suited for someone with background in:

• Statistics, Probability, Math
• Physics, Probability, Random Phenomena
• Economics, Investing or Trading - again in the area of probability and statistics of price movements

... or someone who is just knowledgeable in the area.

Here is the description of the problem:

Short:

What is the probability of a price to move to one of two levels first, where the two levels are on the alternate sides of the current price level and are unequally offset. Well we assume, if they are equally offset the probability to reach either one of them first is 0.5. No one direction tendency assumed.

In detail:

There is a randomly changing price. Let's say for every period of change (minute, hour, day) the change (the price of the next period vs. the current) is a random value with a normal distribution with a mean of zero (0) and a given standard deviation. (The price could be assumed as a price of a stock, commodity, index value, etc. - for the mathematical model it should not matter but sometimes the intended application area does help to get a better prospective to the problem) 

The price is currently at level P. There are two other levels defined in the vicinity (measurable in reasonable standard deviation multiples) of the P level A and level B. A is greater than P and B is lesser than P. The A and B level are offset unevenly from the P level. That is the offsets a and b (a = A-P, b = P-B) are not equal. We need the solution for this more general case. We assume if the offsets are the same the answer of the problem will be probabilities will be 0.5 and 0.5.

What is the probability Pa of the price starting from P to reach A first? I am guessing the probability Pb to reach B first will be 1 - Pa.

Please, ask for any additional details you might need to help me with finding formula, solution to this problem.

Any assistance will be greatly appreciated and I will include link to your page Hub or else where you are answering the problem or you found a solution. It is OK if you simply want to answer in a comment.

If you are not knowledgeable in the area and you know somebody that is, please forward.