How Can i show that this funcion is a Brownian Motion Process?

X_t = a*W_(t/a^2) where a is some real number that doesnt equal 0.

Thanks in advance.

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- Sep 25th 2007, 03:58 AMBruceBronsonhelp with Brownian Motion
How Can i show that this funcion is a Brownian Motion Process?

X_t = a*W_(t/a^2) where a is some real number that doesnt equal 0.

Thanks in advance. - Sep 28th 2007, 06:32 PMBruceBronson
Can Anyone help???

I really dont understand what i have to do..

im thinking all i have to do is look at the following sequence for standard BM and compare them to this. eg

t_0 < t_1 < t_2 < ...... < t_n

at_0/a^2 < at_1/a^2 < at_2/a^2 < .... < at_n/a^2

and this appears to be a basic linear transformation

am i on the right track??