“…For any function g : [1, 2]→[−1, 1] that is continuous on [1,2], with g(1)=g(2)=0, and for any δ, 0<δ<1, let T (g, δ)={x+iy:1≤x≤2 and |y−g(x)|<δ}. [1,2] and that g(1)=g(2)=0. If 0<a<1, ε>0 and 0<δ<a, then, provided k is sufficiently large, γ :={x+i(g(x)+f a,k (x)):1≤x≤2} has the property: The probability that a Brownian motion path starting at − 3 2 will reach a point in E γ ∩T (g, δ) before it exits E γ is less than ε; and hence ω γ (T (g, δ)) < ε.…”