Let (W, t > 0) be standard BM. Show that P(n|w,1 – Wa sc) → as n → 0.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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State clearly all facts that you use
Brownian Motion
Transcribed Image Text:Let (W, t > 0) be standard BM.
Show that
W,
n → 0,
as
for any fixed constant C > 0.
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