28. Let [Z(t), t > 0} denote a Brownian bridge process. Show that if Y(t) = {f...

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28. Let [Z(t), t > 0} denote a Brownian bridge process. Show that if Y(t) = {f + X)Z(t/(t + 1))

then {Y(0ยป t > 0} is a standard Brownian motion process.

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