Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-28/5/a/solution

Write . The prescribed complex-linear differential is exactly the Cauchy-Riemann equations
A holomorphic function is smooth, as follows locally from its Cauchy integral formula, so its mixed second partial derivatives commute. Differentiating the two equations gives
and, rewriting them as , ,
Thus : both components are harmonic functions. Here , the sign convention used for the Brownian generator .

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