Question: Let W(t) be a standard Brownian motion. Define Note that X(0) = X(1) = 0. Find Cov(X(s),X(t)), for 0 s t 1.

Let W(t) be a standard Brownian motion. DefineX(t) = W(t) - tW (1), for all t [0,00).

Note that X(0) = X(1) = 0. Find Cov(X(s),X(t)), for 0 ≤ s ≤ t ≤ 1.

X(t) = W(t) - tW (1), for all t [0,00).

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