Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 33 5 c Solution Created 2026-10-03 Updated 2026-10-07
Let be the fixed line and choose . Take orthonormal vectors spanning the plane perpendicular to . The processis standard planar Brownian motion starting from . Indeed the projected increments are centered Gaussian random vectors with covariance , are independent on disjoint intervals, and have continuous paths.
The event is exactly . The polar point for planar Brownian motion result in (b) therefore givesThis is a projection criterion for Brownian avoidance of affine subspaces: avoiding a fixed point in a two-dimensional projection excludes hitting the original line.