Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 29 / 4 / b / Solution

The exponential map is a conformal bijection from the stripto the wedge containing the starting point $1$. The restriction $\alpha +\beta <2\pi$ makes it injective. A planar Brownian motion $U+iV$ started at zero in this strip maps, after the conformal Brownian clock, to the required Brownian motion in the wedge.

Let $\sigma$ be the first time $V$ exits $(-\alpha ,\beta )$. It is finite almost surely, and $V_{t\wedge \sigma }$ is a bounded martingale. The optional stopping theorem givesThe strip exit maps to the corresponding bounding ray. The exponential clock is finite at $\sigma$, because its integrand is continuous on the compact time interval $[0,\sigma ]$. Thus it does not remove or reverse the exit event. We obtainThis is the Brownian wedge-exit probability obtained directly from the strip, using conformal invariance of planar Brownian motion.