(a) Let (Xt)t0 be a stochastic process defined by 0tfrdWr,t0, where W=(Wr)r0 is a Wiener martingale and fH. Prove Cov(Xs,Xt)=E(XsXt)=E0tsfr2dr, for any s,t[0,), where st=min(s,t). (a) Let (Xt)t0 be a stochastic process defined by 0tfrdWr,t0, where W=(Wr)r0 is a Wiener martingale and fH. Prove Cov(Xs,Xt)=E(XsXt)=E0tsfr2dr, for any s,t[0,), where st=min(s,t)