Question: (2) What is the probability distribution of X(u) + X(u + v) + X(u + v + w), where u, v and w >

(2) What is the probability distribution of X(u) + X(u + v)

(2) What is the probability distribution of X(u) + X(u + v) + X(u + v + w), where u, v and w > 0 and X(t) is a Brownian motion with drift coefficient u and variance parameter o?? (10 points)

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