Prove that the stochastic process ({bar{B}(t), 0 leq t leq 1}) given by (bar{B}(t)=B(t)-t B(1)) is the
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Prove that the stochastic process \(\{\bar{B}(t), 0 \leq t \leq 1\}\) given by \(\bar{B}(t)=B(t)-t B(1)\) is the Brownian bridge.
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Related Book For 
Applied Probability And Stochastic Processes
ISBN: 9780367658496
2nd Edition
Authors: Frank Beichelt
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