Show that there exists a stochastic process (left(X_{t}ight)_{t geqslant 0}) such that the random variables (X_{t}) are
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Show that there exists a stochastic process \(\left(X_{t}ight)_{t \geqslant 0}\) such that the random variables \(X_{t}\) are independent \(\mathrm{N}(0, t)\) random variables. This process also satisfies \(\mathbb{P}\left(\lim _{s ightarrow t} X_{S}ight.\) exists \()=0\) for every \(t>0\).
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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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