Question: Please solve this question(b) and (c) by steps, thank you H5 Let Xt = 21(24 (t) - 1(5.6 (t), t > 0, be a deterministic

Please solve this question(b) and (c) by steps, thank you

H5 Let Xt = 21(24 (t) - 1(5.6 (t), t > 0, be a deterministic simple process, so that It := fo XsdBs, t 2 0, determines a Gaussian process with continuous sample paths.(b) Determine mean and variance functions my(t) and cy(t, t) (c) Show the polarisation identity 4ab ( a + b ) 2 - ( a - b )

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