On the Brownian meander and excursion conditioned to have a fixed time average
classification
🧮 math.PR
keywords
timeaveragebrownianexcursionmeanderconditionedfixeddensity
read the original 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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.