Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 31 / 6 / d / Solution

The PDF's subscript is $0$, and the Brownian motion starts from zero. Thus $B_0=0$ almost surely and the process is exactly $B$ at every time. Its law is Wiener measure itself, with density $1$. There is no random future coefficient or anticipating transformation in this printed case.