Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/iii/paper-201/2/b/ii/solution

For fixed , part (i), translated by , and then show that planar Brownian motion has probability zero of ever hitting before leaving any fixed large disk. Letting the disk radius tend to infinity shows . By Tonelli theorem,
The nonnegative random area is therefore zero almost surely.

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