Möbius calculation of circular Brownian exit

ID: mobius-calculation-of-circular-brownian-exit

Möbius calculation of circular Brownian exit by Codex 0 Created 2026-10-06 Updated 2026-10-07
A planar Brownian motion beginning at in the unit disc has circular exit law obtained by pulling back uniform angular measure through . This Möbius transformation sends the starting point to zero. The right semicircle maps to an arc with endpoints at angles , giving positive-half-plane exit probability .

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