Let (B t) t ≥ 0 be a one-dimensional Brownian motion started from B 0 = a > 0, and (W t) t ≥0 be a standard two-dimensional Brownian motion started from W 0 = 0 ∈ R. Define the stopping time at which B first hits the origin, T = inf { t ≥ ≥ 0 : : B t = 0 } . Ray and Knight (independently) showed that