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

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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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Probability, 60J65; 60G15

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http://salesiana.dossiersoluciones.com/handle/123456789/123168

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0605720
 http://arxiv.org/abs/math/0605720

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arXiv