On the means of approach to the boundary of Brownian motion
This paper studies the behavior of a planar Brownian motion as it exists from a simply connected Greenian domain D. The technique is to fix a point \(\xi\) in the Martin boundary of D, and take u to be the Martin kernel with pole at \(\xi\), v its harmonic conjugate, X the u-processes (Brownian motion conditioned to exit D at \(\xi)\), and then to investigate the behavior of the process \((u(X_ t),v(X_ t))\) at the exit time from D. Specializing to the domain \(D=\{z:| z| <1\}\), the results of this paper are used to discuss the connection between the classical and probabilistic Fatou theorems.
scientific article; zbMATH DE number 4022306