In this article we consider a Brownian motion with drift, denoted by S = (St)t≥0, of the form dSt = μtdt+ dBt for t ≥ 0, with a specific non-trivial drift predictable with respect to F , the natural filtration of the Brownian motion B = (Bt)t≥0. We construct a process H = (Ht)t≥0 also predictable with respect to F B such that ((H · S)t)t≥0 is a Brownian motion in its own filtration. Furthermore...

The following text discusses the Department's proposed rollback methodology, as amended in its Preliminary Prayer (the Department's Prayer), and outlines the ways in which it is seriously flawed.