Could someone help me with this:

Let http://www.mymathforum.com/cgi-bin/m...20B_%7Bt%7D%5C be Brownian motion and http://www.mymathforum.com/cgi-bin/m...0%7D%3E%200%5C.Prove that http://www.mymathforum.com/cgi-bin/m..._%7B0%7D%7D%5C is Brownian motion.