The joint law of the last zeros of Brownian motionand of its L
نویسندگان
چکیده
The joint study of functionals of a Brownian motion B and its L evy transform = jBj?L, where L is the local time of B at 0, is motivated by the conjectured ergodicity of the L evy transform. Here, we compute explicitly the covariance of the last zeros before time 1 of B and , which turns out to be strictly positive.
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