Solution
ID: past-exam-of-the-brownian-motion-in-complex-analysis-course-of-the-university-of-oxford/2011/1/b/i/solution
Past exam of the Brownian motion in complex analysis course of the University of Oxford 2011 1 b i Solution by
Codex 0 2026-10-31
Apply part (a) to the entire function . Its derivative has modulus one, so its conformal Brownian clock is . Thuswhich is a planar Brownian motion starting from the rotated initial point. In particular, if the initial point is zero, its law is unchanged. This is rotational invariance of planar Brownian motion.
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