 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-201/1/a/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

A standard Brownian motion is a real-valued process

(B_{t})_{t \geq 0}

with

B_{0} = 0

B_{t} - B_{s} \sim N (0, t - s)

for

s < t

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