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Let {Bt, t [0, 1]} be a Brownian bridge. Set Xt = (1 + t)Bt/1+t . Show that {Xt : t 0} is a standard
Let {Bt, t [0, 1]} be a Brownian bridge. Set Xt = (1 + t)Bt/1+t . Show that {Xt : t 0} is a standard Brownian motion.
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Algebra And Trigonometry (Subscription)
Authors: Michael Sullivan
9th Edition
0321830741, 9780321830746
