2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/211650For the one-dimensional Brownian motion $B=(B_t)_{t\ge 0}$, started at $x>0$, and the first hitting time $τ=\inf\{t\ge 0:B_t=0\}$, we find the probability density of $B_{uτ}$ for a $u\in(0,1)$, i.e. of the Brownian motion on its way to hitting zero.7 pages, final versionProbabilityStatistics Theory60J65text