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Sat 19 Aug, 2017 05:37 am
Hello
I would appreciate to know if this is true for a Winer process:
For t around 0 (Ξπ‘β0)
γπ_π‘=π_π‘ βπ_0β‘ππγ_π‘ βΌπ©(0,ππ‘)β‘π©(0,π‘β0)β‘π©(0,π‘)
For any π <π (Ξπ =(πβπ )β0)
π_π βπ_π β‘γππγ_π βΌπ©(0,ππ )β‘π©(0,πβπ )
π_π βπ_π βΌπ©(0,π)βπ©(0,π )=π©(0,πβπ )
π_π βπ_π β‘γππγ_π =π_ππ =π_(πβπ )