The joint law of the last zeros of Brownian motion and of its Lévy transform

DOI10.1017/S0143385700000389zbMATH Open0965.60080OpenAlexW1972848631MaRDI QIDQ4494992FDOQ4494992

Authors: Zhan Shi, Marc Yor, Catherine Donati-Martin 

Publication date: 10 August 2000

Published in: Ergodic Theory and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0143385700000389

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zbMATH Keywords

Brownian motionlocal timeBrownian meanderlast zerosLevy's transform

Mathematics Subject Classification ID

Brownian motion (60J65) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Local time and additive functionals (60J55)

Cited In (3)

• The last zero-crossing of an iterated brownian motion with drift
• Densité des zéros des transformés de Lévy itérés d'un mouvement brownien. (Density of zeros for iterated Lévy transforms of Brownian motion)
• Lévy transformation and zeros of Brownian motion

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