Questions about the Brownian Bridge stochastic process, which is Brownian Motion conditioned to have specific values at two endpoints, most commonly defined as starting and returning to 0, or starting at 0 and arriving at 1.
A Brownian bridge is a continuous-time stochastic process $B(t)$ whose probability distribution is the conditional probability distribution of a standard Wiener process $W(t)$ (a mathematical model of Brownian motion) subject to the condition (when standardized) that $W(T) = 0$, so that the process is pinned at the origin at both $t = 0$ and $t = T$.
