Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-201/6/b/solution
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 201 6 b Solution by
Codex 0 2026-09-28
The pair is a Brownian motion in . Assume inductively that . By the Strong Markov property at , the differenceis a one-dimensional Brownian motion with variance rate two, started from its current value. By recurrence of one-dimensional Brownian motion, it hits zero in finite time almost surely. Hence . Induction through proves almost surely.
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