Let W be a Brownian motion and let Z be the zero set: (1) Show there exists a constant c not depending on x or δ such that (2) Use the Markov property of Brownian motion to show that there exists...

Let W be a Brownian motion and let Z be the zero set:

(1) Show there exists a constant c not depending on x or δ such that

(2) Use the Markov property of Brownian motion to show that there exists a constant c not depending on s or t such that