Question: 1.5. Determine the covariance functions for the stochastic processes (a) U(t) = e-'B(e2i), for t:::, 0. (b) V(t) = (1 - t)B(tl(1 - t)), for

1.5. Determine the covariance functions for the stochastic processes

(a) U(t) = e-'B(e2i), for t:::, 0.

(b) V(t) = (1 - t)B(tl(1 - t)), for 0 < t < 1.

(c) W(t) = tB(1/t), with W(0) = 0.

B(t) is standard Brownian motion.

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