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Let $\gamma_t$ be the last zero of brownian motion before $t$ and $\beta_t$ be the first zero after $t$. I need to calculate the joint distribution of $\gamma_t$ and $\beta_t$, i.e. $P(\gamma_t. I know about arcsine low for these zeroes:

$P(\gamma_t

$P(\beta_t

But how can I get the joint distribution?

Thanks!

  • 0
    Got something from my answer below?2012-07-25

1 Answers 1