for a brownian motion W(t)(adsbygoogle = window.adsbygoogle || []).push({});

W(t_i+1)-W(t_i) is normal distribution with mean 0 and variance t_i+1-t_i

so this means var(W(t_i+1)-W(t_i))=var(W(t_i+1))-var(W(t_i))=t_i+1-t_i

I don't think the above equation satisfies because W(t_i+1) and W(t_i) are not independent. Any comment? thanks

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# A question about brownian motion

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