Given two independent brownian motions w1t w2t and a


Question: Given two independent Brownian motions w1(t), w2(t) and a process x(t) ∈ H2[0, T], define the processes µ1(t), µ2(t) by their differentials

1018_Motion.png

Show that 1(t) and 2(t) are independent Brownian motions.

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Management Theories: Given two independent brownian motions w1t w2t and a
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