given a Brownian motion $B(t)_{t\geq 0}$, I am trying to prove that Ornstein-Uhlenbeck process $X_{t}=e^{-t}B_{e^{2t}}$ holds the strong Markov property. Any hints?
2026-04-04 00:15:00.1775261700
Does the strong Markov property hold for Ornstein-Uhlenbeck process?
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