Use Lemma 2.8 to show that (all finite dimensional distributions of) a (mathrm{BM}^{d}) is invariant under rotations.
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Use Lemma 2.8 to show that (all finite dimensional distributions of) a \(\mathrm{BM}^{d}\) is invariant under rotations.
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2.8 Lemma. Let (X+)to be a d-dimensional stochastic process. X satisfies (BO)-(B3) if, Ex. 2.15 and only if, for all n > 0, 0 to
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
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