Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 201 / 6 / b

The pair $(B,\tilde{B})$ is a Brownian motion in ${\mathbb{R}}^{2d}$. Assume inductively that $T_{i-1}<\infty$. By the Strong Markov property at $T_{i-1}$, the differenceis a one-dimensional Brownian motion with variance rate two, started from its current value. By recurrence of one-dimensional Brownian motion, it hits zero in finite time almost surely. Hence $T_i<\infty$. Induction through $i=1,\dots ,d$ proves $T_d<\infty$ almost surely.