Question: 1.6. Consider a standard Brownian motion {B(t); t ? 0} at times 0 < u < u + v < u + v + w,

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

(a) What is the probability distribution of B(u) + B(u + v)?

(b) What is the probability distribution of B(u) + B(u + v) +

B(u + v + w)?

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