 Define the stopping time at which "B" first hits the origin, formula_40.Ray and Knight (independently) showed that
where ("L""t")"t" ≥ 0 is the field of local times of ("B""t")"t" ≥ 0, and equality is in distribution on "C"[0, "a"].The process |"W""x"|2 is known as the squared Bessel process.