=+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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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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