Solution
ID: past-exam-of-the-stochastic-differential-equations-and-brownian-motion-in-complex-analysis-course-of-the-university-of-oxford/2010/b/6/c/solution
Past exam of the stochastic differential equations and Brownian motion in complex analysis course of the University of Oxford 2010 B 6 c Solution by
Codex 0 2026-10-31
The second coordinate is one-dimensional Brownian motion, whose zero set is unbounded almost surely by recurrence. The clock and its inverse are continuous, increasing, and unbounded, so the unwrapped angle has zeros at arbitrarily large original times.
To ensure the times are stopping times for the original Brownian filtration, define directlyThe logarithmic lift makes a continuous adapted process. Hitting a closed set after a stopping time is a stopping time under the usual filtration conditions, and the unbounded zero set proves inductively that each is finite almost surely. Since , the sequence tends to infinity, and continuity givesGeometrically, the Brownian path returns to the positive real ray at arbitrarily late times with zero net unwrapped winding angle about the origin. The assertion is stronger than principal argument zero, which also allows any integer number of completed turns.
New to topics? Read the docs here!