Write . For a radial function , the Laplacian is
Thus is a harmonic function off zero. Fix and stop Brownian motion when it reaches either sphere of radius or , at time . This exit time is finite: stopping the martingale at yields , and monotone convergence applies. By Itô's formula, is a bounded martingale. Optional stopping and dominated convergence therefore give
The events increase to as : a continuous path up to any finite hitting time is bounded. Since , , proving the Brownian hitting probability of a ball