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Results tagged with brownian-motion
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user 131465
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Conditional Expectation given integral of a Brownian motion
I'm trying to find
$$E \left[\int_3^4 B_t \, dt \mid \int_1^2 B_t \, dt= c\right]$$
where $B_t$ is standard Brownian motion and integral is just a Riemann integral and constant $c$ is a known real n …
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