Let (left(B_{t}ight)_{t geqslant 0}) be a real-valued stochastic process with exclusively continuous sample paths. Assume that (left(B_{q}ight)_{q
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Let \(\left(B_{t}ight)_{t \geqslant 0}\) be a real-valued stochastic process with exclusively continuous sample paths. Assume that \(\left(B_{q}ight)_{q \in \mathbb{Q} \cap[0, \infty)}\) satisfies (B0)-(B3). Show that \(\left(B_{t}ight)_{t \geqslant 0}\) is a BM.
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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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