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8.7 Suppose Xt is a standard Brownian motion and Yt a>0. Show that Y is a standard Brownian motion. = a-1/2 Xat with
8.7 Suppose Xt is a standard Brownian motion and Yt a>0. Show that Y is a standard Brownian motion. = a-1/2 Xat with
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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
Authors: Roy D. Yates, David J. Goodman
3rd edition
1118324560, 978-1118324561
