Let x(t) be a Brownian motion with x(0). Mathematically prove or disprove that -4x(t)is a Brownian motion.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 69EQ: Let x=x(t) be a twice-differentiable function and consider the second order differential equation...
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Let x(t) be a Brownian motion with x(0). Mathematically prove or disprove that -4x(t)is a Brownian
motion.
Transcribed Image Text:Let x(t) be a Brownian motion with x(0). Mathematically prove or disprove that -4x(t)is a Brownian motion.
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