I have been asked as a brainteaser to compute the value of:
$\mathbb{E}[W_t^2|W_T]$ with $t < T$ ?
Does anyone know how to proceed ?
I have been asked as a brainteaser to compute the value of:
$\mathbb{E}[W_t^2|W_T]$ with $t < T$ ?
Does anyone know how to proceed ?