Solution
= Solution
The <Strong Markov property> says that for every almost surely finite stopping time $T$, the process $(B_{T+t}-B_T)_{t\geq0}$ is a standard Brownian motion independent of $\mathcal F_T$.
= Solution
The <Strong Markov property> says that for every almost surely finite stopping time $T$, the process $(B_{T+t}-B_T)_{t\geq0}$ is a standard Brownian motion independent of $\mathcal F_T$.