High-level escape representation of a mapping-out height
ID: high-level-escape-representation-of-a-mapping-out-height
Let and stop planar Brownian motion from on reaching height or leaving . Then . The stopped harmonic height is a bounded martingale. The bounded difference makes its top-boundary value differ from by a uniform constant, while optional stopping of the imaginary coordinate bounds the top exit probability by . Killing on the hull is essential.
New to topics? Read the docs here!