Question: Problem 3. Let (Wt)to be a Wiener process. Define the process (Vt)to by Vt : = *| CO W +5/9 . a) Calculate E[V ]

Problem 3. Let (Wt)to be a Wiener process. Define the process (Vt)to by Vt : = *| CO W +5/9 . a) Calculate E[V ] for all t 2 0. b) Calculate Var[Vt] for all t 2 0. c) Prove or disprove: Is this process a Gaussian process? d) Prove or disprove: Is this process a Wiener process

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