Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 28 6 d Solution Created 2026-10-03 Updated 2026-10-14
The printed assertion is false in the usual pointwise meaning of nowhere continuous. The original PDF explicitly has this wording. Part (c) proves that has nondecreasing càdlàg paths; such paths can have only countably many discontinuities, so they are continuous at uncountably many levels. We prove the precise valid statement:For countability, fix a path and a bounded level interval . A discontinuity is a jump , since right continuity is already known. The sum of any finite family of these jumps is at most . Thus there are only finitely many jumps of size at least , for each positive integer . Taking the countable union over and over integer proves that all discontinuities form a countable set.
For density, work on the common probability-one event of Brownian continuity, unboundedness above, and the conclusion of part (a). The inverse is strictly increasing: for every level , path continuity gives , so two distinct levels cannot have the same passage time. Suppose there were a nonempty open level interval on which had no discontinuity. Choose inside it. Its restriction to would be continuous and strictly increasing, hence onto . For every time in this positive-length interval there would be a unique with , and then . Increasing increases , so the Brownian path would be nondecreasing throughout . This contradicts part (a).
Therefore every open level interval contains a jump. This establishes Countable dense jumps of the Brownian first-passage subordinator, and in particular rules out any interval on which is continuous throughout. It does not rule out continuity at an individual level. In fact, for every fixed deterministic , part (b) gives almost surely, so is almost surely continuous at that specified level. Its dense discontinuities occur at random levels.