@article{EJP525,
author = {Lorenzo Zambotti},
title = {A conservative evolution of the Brownian excursion},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {13},
year = {2008},
keywords = {Brownian meander; Brownian excursion; singular conditioning; Stochastic partial differential equations with reflection},
abstract = {We consider the problem of conditioning the Brownian excursion to have a fixed time average over the interval [0,1] and we study an associated stochastic partial differential equation with reflection at 0 and with the constraint of conservation of the space average. The equation is driven by the derivative in space of a space-time white noise and contains a double Laplacian in the drift. Due to the lack of the maximum principle for the double Laplacian, the standard techniques based on the penalization method do not yield existence of a solution.},
pages = {no. 37, 1096-1119},
issn = {1083-6489},
doi = {10.1214/EJP.v13-525},
url = {http://ejp.ejpecp.org/article/view/525}}