Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-29/4/b/solution
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 29 4 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
The exponential map is a conformal bijection from the stripto 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 givesThe 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 obtainThis is the Brownian wedge-exit probability obtained directly from the strip, using conformal invariance of planar Brownian motion.
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