Question: Find out whether the processes (X(t):=Bleft(e^{t} ight)) and (X(t):=e^{-t / 2} Bleft(e^{t} ight), t geqslant 0), have the no-memory property, i.e. o(X(t) ta) o(X(t +
Find out whether the processes \(X(t):=B\left(e^{t}\right)\) and \(X(t):=e^{-t / 2} B\left(e^{t}\right), t \geqslant 0\), have the no-memory property, i.e. ![]()
o(X(t) ta) o(X(t + a) - X(a): t> 0) for a > 0.
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