6. Show that if X(t) is non-random (does not depend on B(t)) and is a function of t and s with .1;:, X2(t, s)ds 0 given by Cov(Y (0, Y(t+u)) = fot X (t, s)X(t+u, s)ds.

6. Show that if X(t) is non-random (does not depend on B(t)) and is a function of t and s with .1;:, X2(t, s)ds < oo="" then="" fi:„="" x="" (t,="" s)db(s)="" is="" a="" gaussian="" random="" variable="" y(t).="" the="" collection="" y(t),="" 0="">< t="">< t="" ,="" is="" a="" gaussian="" process="" with="" zero="" mean="" and="" covariance="" function="" for="" u=""> 0 given by Cov(Y (0, Y(t+u)) = fot X (t, s)X(t+u, s)ds.