Radial restriction for a conditioned Brownian path Created 2026-10-07 Updated 2026-11-05
Consider a path of planar Brownian motion in the unit disc , started at and conditioned to exit at . Let be a simply connected domain containing and agreeing with near . Let be a conformal map normalized by and . ThenThe conditional probability is the ratio of the boundary Poisson kernel densities for exit at in and in . The conformal transformation rule for the Poisson kernel contributes the boundary derivative ; the normalized interior image is still , so no additional conformal-radius factor appears. Given avoidance of , the mapped path has the original conditioned law, with the conformal Brownian clock accounting for its time parametrization.