Reflection identity for Brownian exit from a half-disc

ID: reflection-identity-for-brownian-exit-from-a-half-disc

For planar Brownian motion starting on the positive real axis inside a disk, let be circular exit and first contact with the imaginary axis. Reflecting the path after fixes the disk and swaps positive and negative circular exits. The Strong Markov property makes their probabilities equal on . Therefore .

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