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Time reversal- Let (Bt-t0) be a Brownian motion- Show that the process.docx

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The document discusses time reversal of a Brownian motion process. It asks to show that if (Bt, t≥0) is a Brownian motion, then the process (B1-t, t∈[0,1]) has the distribution of a standard Brownian motion on the interval [0,1].

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Time reversal. Let ( B t , t 0 ) be a Brownian motion. Show that the process ( B 1 B 1 t , t [ 0 , 1 ] ) has the distribution of a standard Brownian motion on [ 0 , 1 ] .

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