Solution
= Solution
A standard <Brownian motion> is a real-valued process $(B_t)_{t\geq0}$ with $B_0=0$, almost surely continuous paths, and independent increments satisfying $B_t-B_s\sim N(0,t-s)$ for $s<t$.
= Solution
A standard <Brownian motion> is a real-valued process $(B_t)_{t\geq0}$ with $B_0=0$, almost surely continuous paths, and independent increments satisfying $B_t-B_s\sim N(0,t-s)$ for $s<t$.