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independence between Independence of conditional hitting distribution and hitting time
Suppose given a d-dimensional Brownian motion $B_t$ starting from the origin and a centered ball with radius 1. Define T as the first hitting time of the sphere (boundary of the ball). How can one prove that T and $B_T$ are independent.?
independence between conditional hitting distribution and hitting time
Suppose given a d-dimensional Brownian motion $B_t$ starting from the origin and a centered ball with radius 1. Define T as the first hitting time of the sphere (boundary of the ball). How can one prove that T and $B_T$ are independent.
Independence of conditional hitting distribution and hitting time
Suppose given a d-dimensional Brownian motion $B_t$ starting from the origin and a centered ball with radius 1. Define T as the first hitting time of the sphere (boundary of the ball). How can one prove that T and $B_T$ are independent?
independance independence between conditional hitting distribution and hitting time
Suppose given a d-dimensional brownianBrownian motion $B_t$ starting from the origin and a centered ball with radius 1. Define T as the first hitting time of the sphere (boundary of the ball). How can one prove that T and $B_T$ are independantindependent.
independance between conditional hitting distribution and hitting time
Suppose given a d-dimensional brownian motion $B_t$ starting from the origin and a centered ball with radius 1. Define T as the first hitting time of the sphere (boundary of the ball). How can one prove that T and $B_T$ are independant.
independence between conditional hitting distribution and hitting time
Suppose given a d-dimensional Brownian motion $B_t$ starting from the origin and a centered ball with radius 1. Define T as the first hitting time of the sphere (boundary of the ball). How can one prove that T and $B_T$ are independent.
independance between conditional hitting distribution and hitting time
Suppose given a d-dimensional brownian motion $B_t$ starting from the origin and a centered ball with radius 1. Define T as the first hitting time of the sphere (boundary of the ball). How can one prove that T and $B_T$ are independant.