J. Bertoin and J. Pitman, Path transformations connecting Brownian bridge, excursion and meander, Bulletin des sciences mathématiques, vol.118, issue.2, pp.147-166, 1994.

P. Biane and M. Yor, Quelques précisions sur le méandre brownien, Bulletin des sciences mathématiques, vol.112, issue.1, pp.101-109, 1988.

N. Andrej, P. Borodin, and . Salminen, Handbook of Brownian motion: facts and formulae, 2002.

J. Imhof, Density factorizations for Brownian motion, meander and the three-dimensional Bessel process, and applications, Journal of Applied Probability, pp.500-510, 1984.

B. Frank and . Knight, Inverse local times, positive sojourns, and maxima for Brownian motion, Colloque Paul Lévy sur les Processus Stochastiques, pp.233-247, 1988.

A. Lachal, Sur le premier instant de passage de l'intégrale du mouvement brownien, Annales de l'institut Henri Poincaré (B) Probabilités et Statistiques, pp.385-405, 1991.

M. Lefebvre, First-Passage Densities of a Two-Dimensional Process, SIAM Journal on Applied Mathematics, vol.49, issue.5, pp.1514-1523, 1989.
DOI : 10.1137/0149091

J. Pitman, The distribution of local times of a Brownian bridge, Séminaire de probabilités XXXIII, pp.388-394, 1999.

D. Revuz and M. Yor, Continuous martingales and Brownian motion, 1999.

M. Yor, On exponential functionals of Brownian motion and related processes, p.1854494, 2001.
DOI : 10.1007/978-3-642-56634-9

. Acknowledgments, We thank Vincent Lemaire for helpful comments and computations related to Appendix C, and the two referees for their careful reading of this work, paper 37. Page 23/23 ejp.ejpecp.org Electronic Journal of Probability Electronic Communications in Probability Advantages of publishing in EJP-ECP ? Very high standards ? Free for authors, 2014.

@. Submit, E. @bullet-choose, and E. , ECP over for-profit journals 1 OJS: Open Journal Systems http: Lots of Copies Keep Stuff Safe http, sfu.ca/ojs/ 2 IMS: Institute of Mathematical Statistics