20 3 points] Let B be a one-dimensional standard Brownian motion de- fined on an underlying probability space (0, F, P). Let B and X be the processes defined by B(t) = B(t) + 1 and X(t) = B(t +1), respectively, for t E [0, oo). Let C be the one-dimensional continuous path space, and let T, T : C - C be the mappings defined by T(c) (t) = c(t + 1) and T(c) (t) = c(t) + 1, for c E C and t E [0, co). Let W be the (one-dimensional) Wiener measure on C. Which of the following probability measures on C are identical? W, T[W], T(W], B[P], B[P], X[P]