How to get the conditional distribution of $W(t/2)$ given $W(t)=x$ where $W(t)$ represents wiener process.
This was a problem in my exam and i couldn't think how to start :(
Any help!!
Thanks in advance.
How to get the conditional distribution of $W(t/2)$ given $W(t)=x$ where $W(t)$ represents wiener process.
This was a problem in my exam and i couldn't think how to start :(
Any help!!
Thanks in advance.