Brownian proof of the Schwarz lemma

ID: brownian-proof-of-the-schwarz-lemma

For a holomorphic function on the unit disk fixing zero, has a removable singularity at zero and a bounded holomorphic extension. A bounded holomorphic function evaluated along planar Brownian motion is a bounded stopped martingale before domain exit. Stop at the first exit from a concentric radius- disk with . Optional stopping gives , hence . Letting increase to one proves the displayed bound.
If at a nonzero point, put . The same expectation identity forces almost surely. The exit density is strictly positive on every boundary arc by the Poisson kernel for the unit disk, and is continuous there, so on that circle. The expectation identity for every starting point inside it then gives throughout that smaller disk. Letting increase to one shows on the full disk, with . This derives both the inequality and its rigidity using Brownian harmonic measure.

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