Let \(b\) and \(\theta\) be continuous deterministic functions. Prove that the process \(Y_{t}=\int_{0}^{t} b(u) d u+\int_{0}^{t} \theta(u) d W_{u}\) is a Gaussian process, with mean \(\mathbb{E}\left(Y_{t}\right)=\int_{0}^{t} b(u) d u\) and covariance \(\int_{0}^{s \wedge t} \theta^{2}(u) d u\).