Question: 3.2. Let B(t) be a standard Brownian motion process. Determine the conditional mean and variance of B(t), 0 < t < 1, given that B(1)

3.2. Let B(t) be a standard Brownian motion process. Determine the conditional mean and variance of B(t), 0 < t < 1, given that B(1) = b.

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