Let Y (t) = t B(1/t), t > 0 and Y (0) = 0. (a) What is
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Let Y (t) = t B(1/t), t > 0 and Y (0) = 0.
(a) What is the distribution of Y (t)?
(b) Compare Cov(Y (s), Y (t)).
(c) Argue that {Y (t), t 0} is a standard Brownian motion process.
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