=+37.14. 37.11 + Let p(s, t) be the probability that a Brownian path has at least one

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=+37.14. 37.11 + Let p(s, t) be the probability that a Brownian path has at least one zero in (s, t). From (37.46) and the Markov property deduce p(s,1)- arcos VE.

(37.47)

Hint: Condition with respect to W ,.

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