Give an example of continuous processes X n and X such that all the finite-dimensional distributions of X n converge weakly to the corresponding finite-dimensional distributions of X , but where Xn...

Give an example of continuous processes X_n
and X such that all the finite-dimensional distributions of X_n
converge weakly to the corresponding finite-dimensional distributions of X , but where Xn does not converge weakly to X with respect to the topology of C[0, 1].