Question: 1.4. Consider a standard Brownian motion {B(t); t >_ 0) at times 0 < u < u + v < u + v + w,

1.4. Consider a standard Brownian motion {B(t); t >_ 0) at times 0 < u < u + v < u + v + w, where u, v, w > 0.

(a) Evaluate the product moment E[B(u)B(u + v)B(u + v + w)].

(b) Evaluate the product moment E[B(u)B(u + v)B(u + v + w)B(u + v + w + x)]

where x > 0.

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