In Mckean's article A winding problem for a resonator driven by a white noise, there's a passage that I can't seem to understand.
What arguments do I use to prove this equality in law:
$$ \min\bigg\{ t > 0 \;\bigg|\; c^2 bt/c^2 + c^3 \int_0^{t/c^2} B_s \,ds \bigg\}$$ $$ =c^2\min\bigg\{ t > 0 \;\bigg|\; c^2b + c^3 \int_0^t B_s \,ds \bigg\} $$
where $\{B_t\}$ is a standard Wiener Process and $b$,$c$ are non-negative constants.
I just dont understand how he removed the drift (i.e. no more $t$) part on the second line.
Bah! Humbug! McKean's article has a typo (the variable $t$ is missing). No magical drift removal here. Sorry.