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Math Help - help with Brownian Motion

  1. #1
    Junior Member
    Joined
    Aug 2007
    Posts
    28

    help 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.
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  2. #2
    Junior Member
    Joined
    Aug 2007
    Posts
    28
    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??
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