Question: need help with problem below Problem 2 [15 points = 5 + 5 + 5] Let B = {B(t) : t > 0} denote a

need help with problem below

Problem 2 [15 points = 5 + 5 + 5] Let B = {B(t) : t > 0} denote a standard Brownian motion, or zero mean Gaussian process with covariance function T(s, t) = Cov [B(s), B(t)] = min [s, t] for 0 _ s, t

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