4.31 Identification of special properties of two continuous-time processes (1) Answer as in the previous problem, for the following two random processes: (a) Z = (Z: : t 2 0), defined by z, = exp(W. ' 2), where W is a Brownian motion with parameter oz. (Hint: Observe that E[Zt] = 1 for all t.) (b) R = (Rt : r 2 0) defined by Rt = D1 + D2 + - - - + DNE, where N is a Poisson process with rate A > 0 and DI- : i 2 1 is an iid sequence of random variables, each having mean 0 and variance 0'2