Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-201/6/a/solution

For , the Brownian reflection principle gives
as . Hence Brownian motion hits every positive integer almost surely. Applying the same argument to shows that it hits every negative integer almost surely. Taking the countable intersection of these probability-one events proves
Arbitrarily late positive and negative values occur, and path continuity forces a zero between successive values of opposite sign. Thus recurrence of one-dimensional Brownian motion gives infinitely many visits to zero.

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