Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/iii/paper-21/4/a/solution
Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 21 4 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
False. In fact, standard one-dimensional Brownian motion satisfies almost surely. For each integer , let . The Brownian reflection principle, applied to , giveswhere is the standard normal distribution function. Thus each negative integer is reached almost surely. Intersecting these countably many probability-one events, all negative integer levels are reached on the same path. Their hitting times must become arbitrarily large, because a continuous path is bounded on every compact time interval. Hence the path cannot tend to positive infinity. Applying the same argument to positive levels also gives almost surely.
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