Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-29/4/b/solution

The exponential map is a conformal bijection from the strip
to the wedge containing the starting point . The restriction makes it injective. A planar Brownian motion started at zero in this strip maps, after the conformal Brownian clock, to the required Brownian motion in the wedge.
Let be the first time exits . It is finite almost surely, and is a bounded martingale. The optional stopping theorem gives
The strip exit maps to the corresponding bounding ray. The exponential clock is finite at , because its integrand is continuous on the compact time interval . Thus it does not remove or reverse the exit event. We obtain
This is the Brownian wedge-exit probability obtained directly from the strip, using conformal invariance of planar Brownian motion.

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