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

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dc.creatorZambotti, Lorenzo
dc.date2006-05-29
dc.date2007-02-04
dc.date.accessioned2026-07-07T07:44:21Z
dc.date.available2026-07-07T07:44:21Z
dc.descriptionWe 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.
dc.identifierhttps://arxiv.org/abs/math/0605720
dc.identifierhttp://arxiv.org/abs/math/0605720
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/123168
dc.subjectProbability
dc.subject60J65; 60G15
dc.titleOn the Brownian meander and excursion conditioned to have a fixed time average
dc.typetext

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