Let us say a piece of paper or another small object was picked up by
a man in the year 1996. Now a man traveled in time and landed in 1995.
He burned the paper.
What would be happening in 1996?
Would the paper slowly vanish?
Would the paper catch on fire?
Would the man holding the paper feel the heat?
Since nobody in 1996 is going to be capable of time travel,
the question does not apply...
But this kind of question is the usual paradox of time travel.
The most normal solution is that the person who traveled has
actually gone to a parallel universe where the change does in fact
happen, but since that is not the universe he came from, there is
no paradox: the paper in his hand is from another universe and
is unaffected by him burning the same thing in a new universe.
But since nobody is able to time travel, we cannot test this theory!
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Update: June 2012