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2. If {Wt} is a Wiener process, show that {Xt} with Xt = Wat/ va, t 2 0 for any a > 0 is also

2. If {Wt} is a Wiener process, show that {Xt} with Xt = Wat/ va, t 2 0 for any a > 0 is also a Wiener process

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