Let W(t) be a Brownian motion and let Q(t) be a compound Pois-

son process, both defined on the same probability space (,F,P) and

relative to the same filtration F(t),t 0. Show that at every t, the

random variable W(t) and Q(t) are independent.

Let WE} be a Erewnian metien and let 213] be a eernpeund Peie ann prneeae1 hath dened on the same p1'1::rl:lna]::+i1it3.r space (H, I, It") and relative tn the same ltratien FELt E {1. Show that at every t? the tandem 1variable Wit} and Qt} are independent