Let {X(t), t ∈ (−∞, +∞)} and {Y(t), t ∈ (−∞, +∞)} be two independent stochastic processes with trend- and covariance functions mX(t), mY(t) and C X (s, t), C Y (s, t), respectively. Further, let U(t)...

Let {X(t), t ∈ (−∞, +∞)} and {Y(t), t ∈ (−∞, +∞)} be two independent stochastic processes with trend- and covariance functions mX(t), mY(t) and C_X
(s, t), C_Y(s, t), respectively. Further, let U(t) = X(t) + Y(t) and V(t) = X(t) − Y(t), t ∈ (−∞, +∞).

Determine the covariance functions of the stochastic processes {U(t), t ∈ (−∞, +∞)} and {V(t), t ∈ (−∞, +∞)}.