Let tı
Posted: Wed May 11, 2022 5:22 pm
Let tı <tz <tz and let B(t) be standard Brownian motion. What is the distribution of B(ti) + B(t2) + B(t3)?
Posted: Wed May 11, 2022 5:22 pm
Let tı <tz <tz and let B(t) be standard Brownian motion. What is the distribution of B(ti) + B(t2) + B(t3)?