Let be an equality point and set , so . For any , the same Brownian exit identity givesPart (i) gives , so the real random variable in the expectation is at most one. Equality of its mean to one forces almost surely. By the scaled version of the exit density from Question 2, every nonempty arc of the exit circle has positive probability. Continuity of on that circle therefore implies at every boundary point of the radius- disk.
For any inside that circle, the Brownian exit identity now gives . Letting increase to one makes this true throughout . Writing yieldsThis completes the equality case of the Brownian proof of the Schwarz lemma.