Let $p$ be a prime and $H$ a subgroup of a finite group $G$. Let $P$ be a p-sylow subgroup of G. Prove that there exists $g\in G$ such that $H\cap gPg^{-1}$ is sylow subgroup of $H$.
I have no idea how to do this, any hints?
Note: Originally it was unclear if the problem was for possibly infinite groups or just finite ones. However, since the definition of $p$-Sylow subgroup being used is that it is a $p$-subgroup such that the index and the order are relatively prime, the definition only applies to finite groups.