I computed the distribution of [itex]B_s[/itex] given [itex]B_t[/itex], where [itex]0\leq s <t[/itex] and [itex]\left\{B_t\right\}_{t\geq 0}[/itex] is a standard brownian motion. It's normal obviously..(adsbygoogle = window.adsbygoogle || []).push({});

My question is, how do Iphrasewhat I've done exactly? Is it that I computed the distribution of [itex]B_s[/itex]over[itex]\sigma(B_t)[/itex]?

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# Conditional Brownian motion

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