Let
W
0
+
(
t
)
W_0^ + \,(t)
denote the scaled excursion process of Brownian motion, and let
l
0
+
(
a
)
,
0
⩽
a
,
l_0^ + \,(a),\,0\, \leqslant \,a,
be its local time at a. The joint distribution of
l
0
+
(
a
)
,
β
(
a
)
,
l_0^ + \,(a),\,\beta (a),
and
γ
(
a
)
\gamma (a)
is obtained, where
β
(
a
)
\beta (a)
and
γ
(
a
)
\gamma (a)
are the last exit time and the first passage time of a by
W
0
+
(
t
)
W_0^{ + }\,(t)
.