Let $(B_t)$ be a standard Brownian motion and consider $(X_t)$ defined as: $$X_t=e^{-t}B_{e^{2t}}$$ I've proved that this process is markov, however I can't prove that is strong markov. I know that this seem like the Ornstein-Uhlenbeck process but I don't know anything about SDE that probably will solve this problem easly.
2026-03-26 20:41:05.1774557665
Strong markov property of a transformation of the Brownian motion
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