3. Let Wit] and HES] be two Wiener pmeeSSee that are independent Elf Due anether with bath dened for El] with variance parameters m and m, reapeetively. Dene the random process giv- by XIII} = W111i] Wait]. a. What is EMILJZJ '? b. What is the pdffx]? 4. Let Hf!) he a smndard Wiener process. Dene the randem preeess Xtr) = Mm a. Find the pm|:Ina't:lli].itj,r density fx}. 13. Find the Conditional dEHsitj-rfxgrtlg, t1]