Let $\{ B_t \}$ a standard Brownian Motion, prove that the next process are Brownian Motions:
a) $\{ X_t \}$ where $X_t = -B_t$
b) $\{ X_t \}$ where $X_t = 1/c B_{c^2 t}$ with $c \gt 0$
c) $\{ X_t \}$ where $X_t = B_{t+t_0} -B_{t_0}$ with $t_0 \ge 0$
I know that a process $\{ X_t \}$ is a Brownian Motion if 1) $X_0 =0$ 2) $\{ X_t \}$ has independent and stationary increments 3) $X_t \sim N(0, {\sigma}^2 t)$
1) is easy to prove but my problem is trying to prove 2)
Any ideas?