# Determine if process is a martingale

Determine if the following process is a martingale

Y(t) = wX_{1(t)} + Sqrt(1-w^{2})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.