On the Brownian meander and excursion conditioned to have a fixed time average

Details On the Brownian meander and excursion conditioned to have a fixed time average On the Brownian meander and excursion conditioned to have a fixed time average

2006-05-29

arxiv.org/abs/math/0605720v2

Mathematics

Probability

Scientific paper

We study the density of the time average of the Brownian meander/excursion
over the time interval [0,1]. Moreover we give an expression for the Brownian
meander/excursion conditioned to have a fixed time average.

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