Question: Show that X = S (2t u) dWu and Y = S6(3t 4u) dWu - | Gaussian processes with mean 0 and variance t3.

Show that X = S (2t u) dWu and Y = S6(3t 

Show that X = S (2t u) dWu and Y = S6(3t 4u) dWu - | Gaussian processes with mean 0 and variance t3.

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