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Math Help - Quick Brownian Proof

  1. #1
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    Quick Brownian Proof

    Can anyone show that if Wt is a standard Brownian motion. Show that the process Yt = −Wt is also a standard Brownian motion?
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  2. #2
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    Just check the definitions. Distribution and continuity is obvious, so the only issue is the stationarity and independence of the increments. Use a simple calculation Y_{t+s}-Y_s=W_s-W_{t+s}=-(W_{t+s}-W_s) and the rest follows from the stationary independent increments of BM.
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