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If two piecewise continuous functions of exponential order on $[0,\infty )$ have the same unilateral Laplace transform for every sufficiently large positive real parameter, they agree at every common point of continuity and agree almost everywhere. For continuous functions, the equality holds everywhere. Values at an isolated discontinuity cannot be recovered from an ordinary integral transform.

For planar Brownian motion started at $1$, continuous winding angles sampled at the displayed radii have independent stationary increments. At $T_r$, apply the Strong Markov property, rotate by the current angle, and rescale space by $e^r$ and time by $e^{-2r}$. The future radial-level winding increment has the original law and is independent of the past. The logarithmic radius and winding angle are independent Brownian coordinates on the common clock $\int |B_s{|}^{-2}ds$. At radial passage they are therefore $U_{{\eta }_r}=-r$ and $V_{{\eta }_r}$, where ${\eta }_r$ is a Brownian first-passage time. Its Laplace transform gives the displayed characteristic function. The level process is a symmetric Cauchy process; replacing the passage clock by its right-continuous version supplies a càdlàg modification without changing any fixed-level law.

A window function is a function that vanishes outside a chosen finite interval; multiplying an input by it selects and weights that part of the history before a Fourier transform. The rectangular window $w_T$ is the indicator function of $[0,T]$. Applied to the weighted causal extension by zero of an input, it produces the finite-history integral ${\int }_0^T{e}^{-st}f(t)dt$ used to approximate a Laplace transform.