X(W, t) = Yt + b, t ∈ R, b. Let b be a constant. X(w, t) be a stochastic process. Y is e (a = 1, 02 = 2). Let the parameter be a random variable with a normal distribution. a) E[X(w, t)] = ? b) Var[X(w, t)] = ? Kx(t1, t2) = ? d) px(t1, t2) = ? Calculate the values: