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8.8 Suppose X is a standard Brownian motion and Y=tX/t. Show that Y is a standard Brownian motion. (Hint: it may be useful to
8.8 Suppose X is a standard Brownian motion and Y=tX/t. Show that Y is a standard Brownian motion. (Hint: it may be useful to use Exercise 8.6 (c).)
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Making Hard Decisions with decision tools
Authors: Robert Clemen, Terence Reilly
3rd edition
538797576, 978-0538797573
