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Lévy characterization of Brownian motion

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process Brownian motion
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
A continuous local martingale M with M0​=0 is standard Brownian motion exactly when its quadratic variation satisfies [M]t​=t.

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  1. Brownian motion
  2. Stochastic process
  3. Probability theory
  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 202 / 1 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 202 / 1 / b / Solution

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