 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/iii/paper-353/4/b/i/solution

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

A Brownian motion has independent stationary Gaussian increments, so

W_{t + h} - W_{t} \sim N (0, h) .

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