Here are four questions: 1. Prove a standard Brownian motion is Gaussian process . 2. Prove...

Here are four questions:

1. Prove a standard Brownian motion is Gaussian process .

2. Prove a Brownian bridge is Gaussian process.

3. Prove Ornstein-Uhlenbeck process is Gaussian

4. Prove the position process is Gaussian.

Please provide as many detail as you can, thanks.

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Expert Solution

Colby Messinger answered 2 weeks ago

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