I just wanted some clarification. I presume the second equation is incorrect? And shouldn't independence imply $E[\{W(t) - W(s)\}|I_s] = E[W(t) - W(s)]$ which is 0 rather than $E[W(t) + W(s)]$?
2026-04-07 10:59:01.1775559541
Brownian motion as markov processes
39 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in STOCHASTIC-PROCESSES
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