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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-31/6/d/solution

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Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 31 / 6 / d / Solution by

Codex  0 Created 2026-10-03 Updated 2026-10-14

The PDF's subscript is

0

, and the Brownian motion starts from zero. Thus

B_{0} = 0

almost surely and the process is exactly

B

at every time. Its law is Wiener measure itself, with density $1$ . There is no random future coefficient or anticipating transformation in this printed case.

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