Question: Let W(t) be a standard Wiener process. Define the random process. X(t) = W2(t) a. Find the probability density fX(x;t). b. Find the conditional density

Let W(t) be a standard Wiener process. Define the random process. X(t) = W2(t) a. Find the probability density fX(x;t). b. Find the conditional density fX(x2|x1;t2,t1)

4. (10 points) Let Wf) be a standard Wiener process. Define the random process. X(A = W.(D) a. Find the probability density (x,0). b. Find the conditional density fr(x2|x; tz, t)

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