The harmonic measure of a boundary set viewed from is the probability that Brownian motion started at first exits through . As a function of , it is harmonic in .
For planar Brownian motion started at with ,This is optional stopping applied to the harmonic function on the annulus.
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Harmonic measure is a concept in mathematical analysis, particularly in potential theory and complex analysis. It is associated with harmonic functions, which are functions that satisfy Laplace's equation. Here are some key points to understand harmonic measure: 1. **Harmonic Functions**: A function \( u \) is harmonic in a domain if it is twice continuously differentiable and satisfies Laplace's equation, i.e., \( \nabla^2 u = 0 \).