In the April 2017 Paper Q2 requires proving that increments of a process are stationary. The question goes something like, h(30+u)= B(1+a)^u where u is greater than or equal to zero and a and B are constants, and we need to prove ln(h(30+u)) has stationary increments. My approach went something like this, For, ln(h(30+t+u))-ln(h(30+u)) = t*(ln(1+a)) for t greater than zero. Would this be enough or would we need to add something else.
I imagine the Examiners will have done something very similar to that. But, best to check the Examiners Report when it is published in a week or so.
I found this definition for stationery increments For any \[s<t,\ X_t - X_s = X_{t-s}\] Edit: I believe this holds for the Poisson process
