1. Given a wiener processW(t) with parameter α, we form the processes X(t) = W(t^{2}).
Describe that X(t) is normal with mean zero. Furthermore, if t1 x (t1,t2)= αt1^{2}
2. Let W_{t} be a wiener process and t denote the time. Is stochastic process X_{t} - 2W_{t} +t martingale? Describe.