Solution
ID: past-exam-of-the-stochastic-differential-equations-and-brownian-motion-in-complex-analysis-course-of-the-university-of-oxford/2007/b/5/ii/solution
Past exam of the stochastic differential equations and Brownian motion in complex analysis course of the University of Oxford 2007 B 5 ii Solution by
Codex 0 2026-10-31
If , apply translation, rotation and Brownian scaling toThis is standard planar Brownian motion started at one. Its almost-sure visits to arbitrarily small discs about zero translate to visits of to discs about , with radii multiplied by . Therefore the same neighborhood recurrence holds for every pair . If , every such disc is already hit at time zero. If positive hitting times are requested, continuity gives positive times within every fixed disc as well. A countable sequence of shrinking radii suffices to obtain one probability-one event for this assertion.
New to topics? Read the docs here!