Let (X, Gamma sim mathrm{N}(0, t)). Show that - X + I and X ~ N(0, 2t).

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Let $X, \Gamma \sim \mathrm{N}(0, t)$. Show that image text in transcribed

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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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Question Posted: Mar 16, 2024 03:00 AM

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Let (X, Gamma sim mathrm{N}(0, t)). Show that - X + I and X ~ N(0, 2t).

Question:

- X + I and X ~ N(0, 2t).

Step by Step Answer:

Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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