*10. Let [X(t)9 t > 0} be a Brownian motion with drift coefficient and variance parameter...
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*10. Let [X(t)9 t > 0} be a Brownian motion with drift coefficient ì and variance parameter ó2. What is the conditional distribution of X(t) given that X(s) = c when
(a) s < tl
(b) t < si
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