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Mathematics course of the University of Cambridge

Past exam of the mathematics course of the University of Cambridge

2020

Paper 3

A real-valued process $(B_t)_{t\geq0}$ is a standard <Brownian motion> if:

* $B_0=0$ almost surely;
* it has <independent increments>;
* $B_t-B_s$ has the <normal distribution> $N(0,t-s)$ whenever $0\leq s<t$; and
* its sample paths are almost surely <continuous function>[continuous].

Solution

Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 3 / 29K / a / i / Solution

Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 3 / 29K / a / i / Solution

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Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 3 / 29K / a / i / Solution

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