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

Lorenzo Zambotti

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

Lorenzo Zambotti

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Abstract

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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Lorenzo Zambotti. 2007-02-04. On the Brownian meander and excursion conditioned to have a fixed time average. https://arxiv.org/abs/math/0605720

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