ここで、
“Risk Formulæ for Proportional Betting”
http://condor.depaul.edu/wchin/riskpaper.pdf
3.2 The Risk Formula for Brownian Motion with Linear Drift
Theorem 2

For Brownian motion dX = rdt + sdW where r is the (constant) linear drift rate,
s is the (constant) standard deviation, W is the standard Wiener process,
and a < X0 < b,

the probability that X hits b before a is,

[exp(f(X0)) + exp(f(a))] / [exp(f(b)) + exp(f(r))] -----(1)
where f(x) = −2xr/s^2 for all x

と書いてありますが、もしかして、(1)は間違いか誤植で、下の(2)のほうが正しいですか？

[exp(f(X0)) - exp(f(a))] / [exp(f(b)) - exp(f(a))]　　　----(2)