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Which one of the following properties of a Brownian motion process W(t) is incorrect? O a. W(3) ~ N(0, 3) O b. W(4) - W(2)

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Which one of the following properties of a Brownian motion process W(t) is incorrect? O a. W(3) ~ N(0, 3) O b. W(4) - W(2) has the same distribution as W(8) - W(4) O c. W(10) - W(7) is independent of W(3) - W(2) O d. A Brownian Bridge, B(t), is a conditioned BM such that W(0) = W(1) = 0 O e. Cov(W(1), W(3)) = 1

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