Let \(\{X(t), t \in(-\infty,+\infty)\}\) and \(\{Y(t), t \in(-\infty,+\infty)\}\) be two independent stochastic processes with trend and covariance functions

\[m_{X}(t), m_{Y}(t) \text { and } C_{X}(s, t), C_{Y}(s, t)\]

respectively. Further, let

\[U(t)=X(t)+Y(t) \text { and } V(t)=X(t)-Y(t), t \in(-\infty,+\infty)\]

Determine the covariance functions of the stochastic processes \(\{U(t), t \in(-\infty,+\infty)\}\) and \(\{V(t), t \in(-\infty,+\infty)\}\).