Let S be the first time two-dimensional Brownian motion exits the unit ball and let If W is a one-dimensional Brownian motion with local times find the distribution of in terms of Write in...

Let S be the first time two-dimensional Brownian motion exits the unit ball and let

If W is a one-dimensional Brownian motion with local times


find the distribution of

in terms of

Write

in terms of the function ψ.

Suppose x ∈ (0, 1). With W and T as in, find the distribution of

Chapter 27