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2. Variables X! and X follow generalized Wiener processes with drift rates ! and and variances ! and . What process does

2. Variables X! and X" follow generalized Wiener processes with drift rates ! and " and variances ! " and " ". What process does X! + X" follow if: (a) The changes in X! and X" in any short interval of time are uncorrelated? (b) There is a correlation between the changes in X! and X" in any short interval of time

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