In my script it says, a one-dimensional brownian motion intrinsicly stationary, but a two-dimensional isn't. I can't understand why. Can someone please help me? (Instrinsically stationary means that the increments ($\Delta ^{(h)}Y_s := Y_{s+h} - Y_{s} , s \in I $) are weakly stationary. Thank you.
2026-03-27 15:19:07.1774624747
Why is a one-dimensional brownian motion intrinsicly stationary, but a two-dimensional isn't?
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