Brownian bridges
X0 =   2.0000000
XT =   3.0000000
T  =   2.0000000

i  =     80  s =   0.8000000
j  =    160  t =   1.6000000
nX =  10000 nt =    200

Actual    mean X(s):   2.4007444   Actual    mean X(t):   2.8013367
Expected  mean X(s):   2.4000000   Expected  mean X(t):   2.8000000
Diff      mean X(s):   0.0007444   Diff      mean X(t):   0.0013367
                       0.107385 sigma                     0.238191 sigma

Actual    Var  X(s):   0.4805783   Actual    var  X(t):   0.3149119
Expected  Var  X(s):   0.4800000   Expected  var  X(t):   0.3200000
Diff      Var  X(s):   0.0005783   Diff      var  X(t):  -0.0050881

Actual    Cov(X(s),X(t)):   0.1571330
Expected  Cov(X(s),X(t)):   0.1600000
Diff      Cov(X(s),X(t)):  -0.0028670