Hitting probability is the minimal nonnegative harmonic extension

ID: hitting-probability-is-the-minimal-nonnegative-harmonic-extension

The hitting probability of a set is one on that set and transition-harmonic elsewhere by the Markov property. Finite-horizon hitting probabilities begin at the boundary indicator and increase through the same positive transition recursion. Any nonnegative solution dominates every iterate; monotone passage to infinite time shows that it dominates the hitting probability. This proves minimality without requiring almost-sure hitting.

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