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Rotational invariance of planar Brownian motion

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Stochastic process Brownian motion Planar Brownian motion
2026-09-24  0 By others on same topic  0 Discussions Create my own version
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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