How do I prove the symmetry of Brownian motion? ( -w(t) is a Brownian motion?)? Also i read in many places about time reversal and scaling of brownian motions as prepositions. I would like to learn how the proof for the same could be carried out that these properties exist?
Brownian Motion(symmetry, time reversal and scaling)
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brownian-motion
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1Do you now what you have to show? – 2012-11-09
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0The proof that -w(t) is a brownian motion for proof for symmetry, – 2012-11-09
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0for time reversal : W(T) - W(T-t) must hold good, scaling: 1/sqrt(k) * W(kt) also holds good. – 2012-11-09