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Charles Matthews
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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?

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Yemon Choi
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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.

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cyan
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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.