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.
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??