Ernst, PhilipShepp, Larry2017-05-042017-05-042016Ernst, Philip and Shepp, Larry. "On the time for Brownian motion to visit every point on a circle." <i>Journal of Statistical Planning and Inference,</i> 171, (2016) Elsevier: 130-134. https://doi.org/10.1016/j.jspi.2015.10.010.https://hdl.handle.net/1911/94170Consider a Wiener process W on a circle of circumference L. We prove the rather surprising result that the Laplace transform of the distribution of the first time, θL, when the Wiener process has visited every point of the circle can be solved in closed form using a continuous recurrence approach.engThis is an open access article under the CC BY-NC-ND licenseJournal articleRange of Wiener processContinuous recurrenceFirst hitting timehttps://doi.org/10.1016/j.jspi.2015.10.010