(adsbygoogle = window.adsbygoogle || []).push({}); 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]

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# Brownian motion

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