Function Brownian_Bridge(n as long, start as double, end as double)

      Dim i As Long
      Dim W(), t() As Double

ReDim W(0 To n)
ReDim t(0 To n)

For i = 0 To n
    t(i) = i / n
Next i

W(0) = start
W(n) = end

For i = 1 To n - 1
    Phi = Gauss(0, 1)
    W(i) = ((t(n) - t(i)) / (t(n) - t(0))) * W(0) + ((t(i) - t(0)) / (t(n)
- t(0))) * W(n) + Phi * Sqr((t(i) - t(0)) * (t(n) - t(i)) / (t(n) - t(0)))
Next i

Brownian_Bridge=W

End Sub