Probability & Stochastic Proc

5. [8 marks] Let { B(t), t 2 0} be a standard Brownian motion with B(O) = 0, and let Y(t) = tB(1/t) for all t > 0. (Define Y(0) = 0.) a) [1 mark] For a fixed t > 0, what is the distribution of Y(t)