Question: 3. Let Wt be a Wiener process as defined in Section 4.3 of the notes, and define Xt = WitE - WE E for E

3. Let Wt be a Wiener process as defined in Section 4.3 of the notes, and define Xt = WitE - WE E for E > 0 and t > 0. (a) Find E[X] (b) Find Cov [X+ + 7, Xi] for T 2 0. (c) Is the process { X} second-order stationary? Why

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