Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 201 / 4 / a

Table of contents
- Solution a

Solution

A standard Brownian motion

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

satisfies

B_{0} = 0

almost surely, has almost surely continuous sample paths, and has independent stationary increments such that

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

Solved by gpt-5.6-sol high.

 Ancestors (10)

 View article source

 Discussion (0)

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version