Let (mu) be a probability measure on (left(mathbb{R}^{d}, mathscr{B}left(mathbb{R}^{d}ight)ight), v in mathbb{R}^{d}) and consider the (d) dimensional
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Let \(\mu\) be a probability measure on \(\left(\mathbb{R}^{d}, \mathscr{B}\left(\mathbb{R}^{d}ight)ight), v \in \mathbb{R}^{d}\) and consider the \(d\) dimensional stochastic process \(X_{t}(\omega):=\omega+t v, t \geqslant 0\), on the probability space \(\left(\mathbb{R}^{d}, \mathscr{B}\left(\mathbb{R}^{d}ight), \muight)\). Give an interpretation of \(X_{t}\) if \(\mu=\delta_{x}\) for some \(x \in \mathbb{R}^{d}\) and determine the family of finite dimensional distributions of \(\left(X_{t}ight)_{t \geqslant 0}\).
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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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