I think that it is indeed the case that $$ B_1 = \int_0^1 \frac{B_1 - B_t}{1-t} dt, $$ where $B$ is a standard one-dimensional Brownian motion.
Am I right? If so, how you we prove it?
Thanks a lot
Tom
I think that it is indeed the case that $$ B_1 = \int_0^1 \frac{B_1 - B_t}{1-t} dt, $$ where $B$ is a standard one-dimensional Brownian motion.
Am I right? If so, how you we prove it?
Thanks a lot
Tom
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