=+The construction in the preceding problem makes it clear that the difference here is normal with variance 1/2"+2. Find positive x ,, such that Ex ,, and EP[8 ,, 2x„] both converge, and conclude that outside a set of probability 0, W.(t, w) converges uniformly over bounded intervals. Replace W(t, w) by lim, W/(t, w). This gives another construction of a Brownian motion with continuous paths.