Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-201/5/a/solution

Planar Brownian motion and the initial law are invariant under every rotation about the origin. The hitting time is also rotation invariant, so the law of is invariant under every rotation of the circle of radius . Planar Brownian motion hits that circle almost surely by recurrence of planar Brownian motion. The unique rotation-invariant probability measure on the circle is its uniform measure, and therefore

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