Question

Compute the conditional distribution of
B(s) given that B(t^1 )=A and B(t^2 )=B, where 0a) P(B(s)=A∣B(t1 )=A,B(t2 )=B)
b) P(B(s)=B∣B(t1 )=A,B(t2 )=B)
c) P(B(s)=A∣B(t1 )=B,B(t2 )=A)
d) P(B(s)=B∣B(t1 )=B,B(t2 )=A)