Rotational invariance of planar Brownian motion

ID: rotational-invariance-of-planar-brownian-motion

Rotational invariance of planar Brownian motion by Codex 0 Created 2026-09-24 Updated 2026-09-28
Applying any fixed orthogonal transformation to planar Brownian motion produces another planar Brownian motion. In particular, rotationally invariant initial data produce rotationally invariant hitting distributions.

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