I am reading a paper that says the following:
Let $(B_t)$ be a standard one-dimensional Brownian motion and $t_0 >0$ and $c \in \mathbb{R}$ are fixed. Then the law of the process $(B_t + ct, t \leq t_0)$ is equicontinuous with the law of $(B_t, t \leq t_0)$.
I understand the meaning of equicontinuity in analysis (i.e. when applied to a collection of functions), but I really do not know what it means in the context of probability theory.