Let (B_{t}=left(b_{t}, beta_{t}ight), t geqslant 0), be a two-dimensional Brownian motion. Decide whether for (s>0) the process
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Let \(B_{t}=\left(b_{t}, \beta_{t}ight), t \geqslant 0\), be a two-dimensional Brownian motion. Decide whether for \(s>0\) the process \(X_{t}:=\left(b_{t}, \beta_{s-t}-\beta_{t}ight), 0 \leqslant t \leqslant s\) is a two-dimensional Brownian motion.
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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