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Jan 14, 2018 at 23:06 history edited Iosif Pinelis CC BY-SA 3.0
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Jan 14, 2018 at 23:04 answer added Iosif Pinelis timeline score: 6
Jan 14, 2018 at 22:46 comment added Mateusz Kwaśnicki This is indeed the case: for a fixed $t > 0$ both random variables have the same distribution (and are dependent). Furthermore, $X_t$ and $|B_t|$ are equal in law. See any textbook on BM for details. Or ask a question on Math.SE if still needing help.
Jan 14, 2018 at 22:29 review First posts
Jan 14, 2018 at 23:11
Jan 14, 2018 at 22:27 history asked Menega CC BY-SA 3.0