Given $Z_t^{(1)}$ and $Z_t^{(2)}$, two independent Brownian motions, what can we say about $$Z_t^{(1)}\cdot Z_t^{(2)}\quad \text{and}\quad (Z_t^{(1)})^2+(Z_t^{(2)})^2$$ are they Brownian motions?
2026-04-03 07:11:34.1775200294
product of Brownian motion
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