Let a stochastic process $X$ be defined by $X_t=\sqrt{t}\,Z$, where $Z$ is a standard normal random variable. Is $\{X_t,t\ge 0\}$ a standard Brownian Motion?
Brownian Motion 3
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0What have you tried? What is the definition of standard Brownian motion? Where are you having trouble? – 2017-02-09
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$\{X_t\}$ is not a standard Brownian motion because for $s