Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 29 3 e Solution Created 2026-10-03 Updated 2026-10-06
Here the otherwise undefined printed domain must mean . Let the Brownian motion start at , and let stop it on reaching height or leaving . Take . This stopping time is finite almost surely, since it is no later than exit of its imaginary coordinate from .
By part (d), in the stopped domain. Its finite-boundary values vanish except on the top boundary, by the argument of part (d). Localization and the optional stopping theorem for this bounded harmonic martingale therefore giveWrite and use the uniform displacement bound from part (c). On the top boundary, , henceThe stopped imaginary coordinate is itself a bounded martingale. Since its exit height is nonnegative,Consequently , proving the high-level escape representation of a mapping-out height:If instead meant the whole upper half-plane, the right side would always be . For example, the mapping-out function of a vertical slit is with branch asymptotic to ; at , , its height is . This demonstrates why killing on the hull is essential to the printed formula.