I am trying to find E[B(t1)*B(t2)*B(t3)] with essentially no information other than B(0)=0 and t1<t2<t3. I am very unsure of what this means. I have limited knowledge of Brownian motion since, for the most part, I have not understood what I have learned in class. I'm not looking for a direct answer, but I need some help figuring out how to go about this problem.
From my notes, I know that when B(0)=0, B(t) is approximately normal with mean 0 and standard deviation t.
I'm not even sure what the expected value of a product of B(t)'s means. Can someone explain this to me in words?