Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-203/4/d/solution

The statement is false; the displayed probability is zero. Let be the first exit from the fixed domain and choose tending to zero. The Bessel scaling in part b gives
Hence in probability, while continuity of the trace gives almost surely. Therefore
Swallowing before leaving forces a boundary contact away from zero before . Taking the limit shows that such a contact occurs almost surely, so

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