TD - Normal distribution and Brownian motion
QUESTION
If Z is a normal N(0, 1), then is the process Xt = X
√
t continuous? What
is it’s distribution? Is Xt a Brownian motion?
QUESTION
If Z is a normal N(0, 1), then is the process Xt = X
√
t continuous? What
is it’s distribution? Is Xt a Brownian motion?