Check whether for any positve (tau) the stochastic process ({V(t), t geq 0}) defined by [V(t)=B(t+tau)-B(t)] is

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Check whether for any positve $\tau$ the stochastic process $\{V(t), t \geq 0\}$ defined by

\[V(t)=B(t+\tau)-B(t)\]

is weakly stationary.

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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Check whether for any positve (tau) the stochastic process ({V(t), t geq 0}) defined by [V(t)=B(t+tau)-B(t)] is

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Applied Probability And Stochastic Processes

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