The questions are simple:
Does the process $ X(t) = \int_0^t B(s)ds$ have independent increments?
What about $X(t) = \int_{t-r}^{t}B(s)ds$?
Here $B$ denotes the standard Brownian motion. Thanks a lot!
The questions are simple:
Does the process $ X(t) = \int_0^t B(s)ds$ have independent increments?
What about $X(t) = \int_{t-r}^{t}B(s)ds$?
Here $B$ denotes the standard Brownian motion. Thanks a lot!