Determine if process is a martingale

Determine if the following process is a martingale

Y(t) = wX_1(t) + Sqrt(1-w²)X_2(t)

Where X_1(t) & X_2(t)are independent. and are brownian motion.

assume Y(t) satisfys the integrability condition.

Also answer following : Does answer depend on w? what is possible definition of w?, will Y(t) keep the properties of Brownian motion.

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Determine if process is a martingale

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