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  3. show that if {x (t), t? 0} is a stochastic process

show that if {X (t), t? 0} is a stochastic process with independent processes, then the...

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Advance Math

show that if {X (t), t? 0} is a stochastic process with independentprocesses, then the process defined by Y (t) = X (t) - X (0), fort? 0, has independent increments and Y(0)=0

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