Solution
ID: past-exam-of-the-brownian-motion-in-complex-analysis-course-of-the-university-of-oxford/2011/1/b/ii/solution
Past exam of the Brownian motion in complex analysis course of the University of Oxford 2011 1 b ii Solution by
Codex 0 2026-10-31
Start a planar Brownian motion at zero and apply part (a) to the entire function . ThenThe left side never vanishes. The clock is continuous, starts at zero, and tends to infinity almost surely, so its range is all nonnegative times. Consequently the complex Brownian motion never reaches zero at any time . Every planar Brownian motion started at one has that same law, henceThis is the complex exponential construction of planar Brownian motion and proves that a fixed point is a polar point for planar Brownian motion. The divergence of the clock is essential: it makes this a conclusion about all Brownian times.
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