Iowa State University
Department of Statistics and Statistical Laboratory
Ames IA 50011-1210
United States of America
Abstract: Let B be standard Brownian motion. Fix an interval (a,b). Condition on B(t) to be in (a,b). Look at B(u) for u<.=t and B(u) u>.=t. We show that this converges weakly to a proper probability measure on C(R).