Past exam of the probability, statistics and options I course of the University of Oxford / 2008 / E / 2 / i / Solution

A connected set is one whose relative topology admits no decomposition into two disjoint nonempty open sets. A path-connected set permits, between any two points, a continuous map $\gamma :[0,1]\to A$ with the prescribed endpoints.

Path connectedness implies connectedness, because a continuous image of an interval is connected. The converse can fail, for example for the topologist's sine curve. On open subsets of Euclidean spaces ${\mathbb{R}}^n$, the two properties are equivalent; more generally this holds in locally path-connected spaces.