Question: 16. Let Y(t) = X(t) + ut, where X(t) is the Wiener process. (a) Find the pdf of Y (t). (b) Find the joint pdf

16. Let Y(t) = X(t) + ut, where X(t) is the

Wiener process. (a) Find the pdf of Y (t). (b) Find the

16. Let Y(t) = X(t) + ut, where X(t) is the Wiener process. (a) Find the pdf of Y (t). (b) Find the joint pdf of Y(t) and Y(t + s)

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