Restriction probability of a Brownian half-plane excursion
ID: restriction-probability-of-a-brownian-half-plane-excursion
For a compact H-hull avoiding zero, let map its complement to the half-plane, fix zero, and have derivative one at infinity. The Brownian excursion in the upper half-plane avoids with probability . From an interior starting point , the corresponding transformed process avoids with probability ; taking and gives the boundary derivative.
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