Difference of two Brownian Motion

by user6716300   Last Updated July 12, 2018 01:20 AM

Suppose we have two Brownian motions $\mathbf{B_1}$ and $\mathbf{B_2}$. Is the difference of two Brownian Motions $\mathbf{B_1} - \mathbf{B_2}$ a Brownian Motion?

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