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Competitive Stats
Q22Section ST (Statistics (Q11–Q65))22 of 65

Brownian motion covariance check

Let {W(t)}t≥0\{W(t)\}_{t\ge0} be a standard Brownian motion. Which one of the following statements is NOT true?

Options

Pick an option to check your answer. In a mock test a wrong answer here costs 1/3 mark.