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,t

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