I'm sure, this question is very trivial. But I'm a little bit confused right now.
is a d-dimensional Brownian motion.
are just constants.
Am I right, that are independent for and ?
whrere denotes equality in distribution.
Thanks in advance!
I'm sure, this question is very trivial. But I'm a little bit confused right now.
is a d-dimensional Brownian motion.
are just constants.
Am I right, that are independent for and ?
whrere denotes equality in distribution.
Thanks in advance!