If we have two independent brownian motion in $x$ and $y$ direction. At time zero we sit at $(a,b)$ with $a>0, b>0$.
What is the probability that we will hit positive $x$ axis before hitting the negative $x$ axis?
I tried to look at some posts but no clue yet...
https://math.stackexchange.com/questions/88555/2d-brownian-motion-hitting-a-point