29. Let {Z(t), t 0} denote a Brownian bridge process. Show that if Y(t) = (t +...
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29. Let {Z(t), t 0} denote a Brownian bridge process. Show that if Y(t) = (t + 1)Z(t/(t + 1))
then {Y(t), t 0} is a standard Brownian motion process.
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