Can you help me with the following problem:
There exists a stochastic process with \(\displaystyle E(X_t)=0 \ t\geq0\) and \(\displaystyle Cov(X_s,X_t)=min(s,t) \ s,t\geq 0\) wich is not a brownian motion.
I have no idea how to show that there exists such a process. As an example i thought of a brownian motion without continous paths but that didn't help me.
thank you
There exists a stochastic process with \(\displaystyle E(X_t)=0 \ t\geq0\) and \(\displaystyle Cov(X_s,X_t)=min(s,t) \ s,t\geq 0\) wich is not a brownian motion.
I have no idea how to show that there exists such a process. As an example i thought of a brownian motion without continous paths but that didn't help me.
thank you