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Standard Brownian Motion

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    • Thread Starter

    If B(t) is Standard Brownian Motion, how do I show that
    X(t) = (t+1) B(1/(t + 1)) − B(1)
    is Standard Brownian Motion for 0 ≤ t ≤ 1?

    Duplicate. Closed.
Updated: April 7, 2016
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