Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-30/3/a/solution

A scalar process is a Brownian motion in when it is adapted, has continuous sample paths, starts at zero almost surely, and, for every ,
Independence from the whole past sigma-field is the essential filtration requirement. It implies independent increments over disjoint intervals; the variance fixes the standard Brownian time scale.

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