Question: Q 7. Let B = (Be)ryo be a standard Brownian motion. For any A / 0, define the process BA = (B) Do by B

Q 7. Let B = (Be)ryo be a standard Brownian motion.

Q 7. Let B = (Be)ryo be a standard Brownian motion. For any A / 0, define the process BA = (B) Do by B = Bat, 120. Show that BA is also a standard Brownian motion. [15 marks]

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