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Brownian motion

  1. Dec 13, 2008 #1
    1. The problem statement, all variables and given/known data
    Show that [tex] \frac{X ( a^2t) }{a} [/tex] is a brownian motion.

    2. Relevant equations
    http://img168.imageshack.us/img168/8453/83818601fz4.png [Broken]

    3. The attempt at a solution
    I found this in my lecture notes but isn't the proof just replacing (t-s) by a^2(t-s) and s by a^2 s and dividing through a?

    http://img504.imageshack.us/img504/7958/95843783bk9.png [Broken]
    Last edited by a moderator: May 3, 2017
  2. jcsd
  3. Dec 13, 2008 #2
    Is X(t) a brownian motion?
  4. Dec 14, 2008 #3
    Yes, I forgot to mention that!
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