Suppose that h : R+ → R+ is a continuous, strictly increasing function with h(0) = 0, and h(t) ↑ ∞. Find the mean and covariance functions for the process B(h(t)). Show that B(h(t)) d = X(t) for each...

Suppose that h : R+ → R+ is a continuous, strictly increasing function with h(0) = 0, and h(t) ↑ ∞. Find the mean and covariance functions for the process B(h(t)). Show that B(h(t)) d = X(t) for each t, where X(t) = (h(t)/t^)−1/2B(t). Are the processes B(h(·)) and X equal in distribution?