Chi, Zhiyi; Pozdnyakov, Vladimir; Yan, Jun - In: Statistics & Probability Letters 97 (2015) C, pp. 83-87
Consider a Brownian bridge from 0 to c0. It is known that the density of the expected occupation time by the Brownian bridge is constant in [0,c]. We give a simple elementary proof for this result based on a direct examination of the corresponding integral. The expected occupation time plays an...
