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Let {W, t > 0} be a standard Brownian motion process. Consider the stochastic process {2,7 [0, 1]} where 2 =W - W. Find E(Z)

Let {W, t > 0} be a standard Brownian motion process. Consider the stochastic process {2,7 [0, 1]} where 2 =W - W. Find E(Z) = 0 and Var(24) for t (0,1). At what value of t does the most uncertainty occur

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