When the unconditioned process is a diffusion living on the half-line x ∈] − ∞, a[ in the presence of an absorbing boundary condition at position x = a, we construct various conditioned processes corresponding to finite or infinite horizon. When the time horizon is finite T < +∞, the conditioning consists in imposing the probability P * (y, T ) to be surviving at time T and at the position y ∈ ] − ∞, a[, as well as the probability γ * (Ta) to have been absorbed at the previous time Ta ∈ [0, T ]. When the time horizon is infinite T = +∞, the conditioning consists in imposing the probability γ * (Ta) to have been absorbed at the time Ta ∈ [0, +∞[, whose normalization [1−S * (∞)] determines the conditioned probability S * (∞) ∈ [0, 1] of forever-survival. This case of infinite horizon T = +∞ can be thus reformulated as the conditioning of diffusion processes with respect to their first-passagetime properties at position a. This general framework is applied to the explicit case where the unconditioned process is the Brownian motion with uniform drift µ in order to generate stochastic trajectories satisfying various types of conditioning constraints. Finally, we describe the links with the dynamical large deviations at Level 2.5 and the stochastic control theory.