I want to prove in two ways that $ \lim\limits_{n\rightarrow \infty} {\frac{B_{t}}{t}}\rightarrow 0$ almost surely, where $B_{t}$ is a standard Brownian Motion.
1) in $L^2$
Can we say $X_{t}={\frac{B(t)}{t}}$ and compute that the $E[(X_{t_{i+1}}-X_{t_{i}})^2] \rightarrow0$, as $t\rightarrow \infty$ ?
2) in almost surely convergence limit
I want to prove in #2 using the properties that:
a. $ \lim\limits_{t\rightarrow \infty} X_{t}(w)=X(w)$ almost surely
b. $P(w|X_{t}(w) - X(w))=1$
Please help.. Any help will be appreciated...