Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 201 / 4 / b / i

Table of contents
- Solution i

Solution

The strong law for Brownian motion gives

B_{t} / t \to 0

almost surely. Therefore

\frac{B _{t}}{t} = \frac{B _{t}}{t} - μ ⟶ - μ < 0

almost surely, and hence

B_{t} \to - \infty

 Ancestors (11)

 View article source

 Discussion (0)

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version