Sx Tb. Solve your math problems using our free math solver with stepbystep solutions Our math solver supports basic math, prealgebra, algebra, trigonometry, calculus and more. X t X s = (B T t B T) (B T s B T) = B T t B T s These increments are independent of X s = B T s B T by the inependent increments propery of Brownian motion The incrememnts are also clearly Gaussian random variables with mean 0 and variance Var(X t X s) = Var(B T t B T s) = jT t (T s)j= t s c) X t = cB t=c2 for all c>0, T.
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