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(6 points) Consider a standard Brownian motion {W (t), t 2 0} at times 0 0. (a) Evaluate the product moment E(W(u) W(utv) W(utv +

(6 points) Consider a standard Brownian motion {W (t), t 2 0} at times 0 0. (a) Evaluate the product moment E(W(u) W(utv) W(utv + w)). (b) Find the probability distribution of W(u) + W(utv) + W(utv + w)

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