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Q1. Let {W(t), t>0} be a Brownian motion without drift and Var(W(t)) = ot. (a) What os the distribution of T uPdW (u) for

Q1. Let {W(t), t>0} be a Brownian motion without drift and Var(W(t)) = ot. (a) What os the distribution of T uPdW (u) for p > 0? (b) What os the distribution of uW (u)du? 0

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