Question
Let X(t) and Y (t) be independent standard Brownian motions. (a)Show that Z(t) = X(t) Y(t) is a Brownian motion. What is the variance parameter
Let X(t) and Y (t) be independent standard Brownian motions.
(a)Show that Z(t) = X(t) Y(t) is a Brownian motion. What is the variance parameter for Z(t)?
(b) True or False: With probability one, X(t) = Y (t) for infinitely many values of t. Explain your answer.
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New Trends In Algebraic Geometry
Authors: K Hulek ,M Reid ,C Peters ,F Catanese
1st Edition
0521646596, 978-0521646598
