Hi!!! I need some help at the following exercise...
Show that X(t):=B(a-t)-B(a), t ε [0,a], a>0 is brownian motion at [0,a]
To show this I have to show that Var(X(t)-X(s))=t-s => Var(B(a-t)-B(a-s))=t-s.
But, since B is brownian motion, Var(B(a-t)-B(a-s))=(a-t)-(a-s)=s-t. Or am I wrong???
Show that X(t):=B(a-t)-B(a), t ε [0,a], a>0 is brownian motion at [0,a]
To show this I have to show that Var(X(t)-X(s))=t-s => Var(B(a-t)-B(a-s))=t-s.
But, since B is brownian motion, Var(B(a-t)-B(a-s))=(a-t)-(a-s)=s-t. Or am I wrong???
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