Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/ii/paper-2/27j/d/solution
Past exam of the mathematics course of the University of Cambridge 2017 ii Paper 2 27J d Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-05
For , the Brownian reflection principle gives . Reflection of the path after its first hit of preserves its law and pairs paths ending below with paths ending above , proving this identity. ThereforeBy monotone increase of the finite-time suprema, the probability that the full supremum is at most any finite is zero. Taking a countable union over integer gives .
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