=+Prove by induction that the W(r) for dyadic t have the finite-dimensional distributions prescribed for Brownian motion.
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=+Prove by induction that the W(r) for dyadic t have the finite-dimensional distributions prescribed for Brownian motion. Now construct a Brownian motion with continuous paths by the argument leading to Theorem 37.1. This avoids an appeal to Kolmogorov's existence theorem.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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