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Q3. If W and W are two independent Brownian motions and p is a constant between -1 and 1, then the process Xt =

Q3. If W and W are two independent Brownian motions and p is a constant between -1 and 1, then the process Xt = pWt + 1 pWt is continuous and has - marginal distributions N(0, t). Is this X a Brownian motion?

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