On a Problem of H. P. McKean: Independence of Brownian Hitting Times and Places
Pitt, Loren D.
Ann. Probab., Tome 17 (1989) no. 4, p. 1651-1657 / Harvested from Project Euclid
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We show that for bounded domains $A \subseteq \mathbb{R}^N$ with $0\in A,$ if the exit time $\tau_A$ and exit place $X(\tau_A)$ are independent for a Brownian motion starting at 0, then $A$ is essentially a ball centered at 0. Extensions are given when $X(t)$ is a Brownian motion with constant drift and when $A$ is unbounded.
Publié le : 1989-10-14
Classification:  Brownian hitting times and hitting places,  60J65 
@article{1176991179,
     author = {Pitt, Loren D.},
     title = {On a Problem of H. P. McKean: Independence of Brownian Hitting Times and Places},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1651-1657},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991179}
}

Pitt, Loren D. On a Problem of H. P. McKean: Independence of Brownian Hitting Times and Places. Ann. Probab., Tome 17 (1989) no. 4, pp.  1651-1657. http://gdmltest.u-ga.fr/item/1176991179/