3. Let B, be a Brownian motion. Let c> 0. Using the definition, verify that the following are also Brownian motions: (a) Xt= Be+t - Bc. (b) Yt=cBt/c².
3. Let B, be a Brownian motion. Let c> 0. Using the definition, verify that the following are also Brownian motions: (a) Xt= Be+t - Bc. (b) Yt=cBt/c².
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Transcribed Image Text:3. Let B, be a Brownian motion. Let c> 0. Using the definition, verify that the following
are also Brownian motions:
(a) Xt= Be+t - Be.
(b) Yt=cBt/c².
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