Exercise 13.1.1 Prove that E[ X(t) X(0) ] = t E[ X(1) X(0) ], Var[ X(t)

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Exercise 13.1.1 Prove that E[ X(t)− X(0) ] = t × E[ X(1)− X(0) ], Var[ X(t) ]−Var[ X(0) ] = t ×{Var[ X(1) ]−Var[ X(0) ] }

when { X(t), t ≥ 0 } is a process with stationary independent increments.

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