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Let ${\tau }_r=\inf \{t\ge 0:|B_t|=r\}$, ${\tau }_R=\inf \{t\ge 0:|B_t|=R\}$, and $\tau ={\tau }_r\wedge {\tau }_R$. The function $u(y)=|y{|}^{-1}$ is harmonic away from the origin: its radial Laplacian in dimension three isThe Itô formula therefore makes $u(B_{t\wedge \tau })$ a local martingale, bounded between $1/R$ and $1/r$, hence a true martingale. The annulus exit time is finite almost surely. For instance, exit from the containing open ball is finite because from every point in the open ball a sufficiently large Gaussian vector increment has a uniform positive probability of leaving it in unit time; iterate the geometric tail bound from a uniform escape probability.

The optional stopping theorem at $t\wedge \tau$, followed by the dominated convergence theorem, gives $\mathbb{E}u(B_{\tau })=u(x)$. By continuity, there is no radial overshoot and the two exit spheres cannot be hit simultaneously. Writing $p={\mathbb{P}}_x({\tau }_r<{\tau }_R)$ givesAll harmonicity and boundedness statements apply only in the annulus, which stays away from the singularity at zero.

First suppose $|x+z|\le r$ for some lattice point $-z$. If $|x+z|=r$, the desired hit is already at time zero. If $|x+z|<r$, finite exit from that bounded open ball and continuity give the required sphere hit almost surely.

It remains to consider $|x+z|>r$ for every $z\in {\mathbb{Z}}^3$. At each integer time $n$, choose a nearest lattice point $-z_n$ to $B_n$ by rounding its three coordinates, with a fixed rule at ties. Then $|B_n+z_n|\le \sqrt{3}/2$. Put $\delta =\min (r/2,1/4)>0$. Conditional on the past, $B_{n+1}-B_n$ is a standard three-dimensional Gaussian vector. Its probability density function is bounded below on the open ball of radius $\delta$ centered at $-(B_n+z_n)$ byMultiplying by the volume of that open ball gives a constant $\epsilon >0$, independent of $n$ and the past, such thatThe probability of avoiding all lattice-centered radius-$r$ open balls at the first $N$ positive integer times is therefore at most $(1-\epsilon {)}^N$, by iterated conditional expectation. Eventually the path enters one such open ball almost surely. Since the initial point was outside that particular open ball, continuity forces an earlier crossing of its sphere. This proves Brownian hitting of lattice spheres:A uniform chance of hitting some member of the periodic family replaces recurrence to any one prescribed sphere; there is no contradiction with (b).

Assume the domains are proper, so $d$ and $\tilde{d}$ are finite and positive, and interpret the conformal transformation as a bijection. Apply the Koebe quarter theorem toThe open ball $B(z,d)$ lies in $D$, so $F$ is a normalized univalent function. Its image inclusion shows that $B(\tilde{z},d|f^{\prime }(z)|/4)\subseteq \tilde{D}$. Therefore $d|f^{\prime }(z)|/4\le \tilde{d}$, or $|f^{\prime }(z)|\le 4\tilde{d}/d$.

Apply the same argument to the inverse conformal map, whose derivative at $\tilde{z}$ is $1/f^{\prime }(z)$. It gives $\tilde{d}/(4|f^{\prime }(z)|)\le d$. Thus the boundary-distance derivative bound for a conformal bijection isThe full domains need not be simply connected domains: only the two interior discs are used. If the whole plane is allowed as a domain, a conformal bijection onto another plane domain is affine and both domains are the whole plane. For example, $D=\tilde{D}=\mathbb{C}$ and $f(z)=z$ make both boundary distances infinite and the printed ratios $\infty /\infty$ undefined. This is a necessary proper-domain convention. Bijectivity also matters: the injective conformal map $f(w)=w/8$ from the unit disc into itself has $d=\tilde{d}=1$ at zero but $|f^{\prime }(0)|=1/8<1/4$. Thus an interpretation allowing a map into, rather than onto, the second domain makes the lower bound false.

Use the Chordal Loewner equation ${\partial }_t{g}_t=2/(g_t-U_t)$ with $U_t=\sqrt{\kappa }{B}_t$. For a fixed $z\in \mathbb{H}$, let $T_z$ be its Loewner swallowing time, and write $Z_t=X_t+i{Y}_t=g_t(z)-U_t$ and $J_t=|g_t^{\prime }(z)|$ before that time. The Loewner conformal radius is ${{\rm Y}}_t=Y_t/J_t$, half of the conformal radius of $D_t=\mathbb{H}\setminus K_t$ at $z$. The Koebe quarter theorem bounds the conformal radius above by four times the distance to the boundary. For the reverse comparison, if $\varphi :\mathbb{D}\to D_t$ maps zero to $z$, apply the Schwarz lemma to ${\varphi }^{-1}(z+dw)$ on the unit disc, where $d=\mathrm{dist}(z,\partial D_t)$; it gives $d\le |{\varphi }^{\prime }(0)|$. ThusWe use the basic trace theorems that, for $\kappa >8$, the Loewner trace is continuous and Transience of chordal SLE gives $|\gamma (t)|\to \infty$. These facts make its image relatively closed in $\mathbb{H}$; they do not assume the space-filling conclusion. The continuity and transience statements are available in Rohde and Schramm's basic trace theorems.

Take $\rho =\kappa -8>0$ in the supplied SLE interior-point martingale. The derivative exponent vanishes, leavingA nonnegative local martingale is a supermartingale. Applying the optional stopping theorem after localization at its first hit of a level $R$ gives the maximal inequality for a nonnegative supermartingaleThus $C={\sup }_{t<T_z}{M}_t<\infty$ almost surely.

Suppose the Loewner trace avoids some open ball $B(z,r)$ whose closure is inside $\mathbb{H}$. Before $T_z$, the whole open ball is in $D_t$: a connected open ball disjoint from the trace cannot be partly in the unbounded connected component. Hence ${{\rm Y}}_t\ge r/2$. The bound on $M$ forces $S_t\ge c>0$ throughout this interval, for a positive random constant $c$.

The Chordal Loewner equation and its derivative yieldThe first identity forces $T_z<\infty$, since otherwise $Y_t^2\le Y_0^2-4c^{2}t$ becomes negative. At a finite maximal lifetime, $Y_t\to 0$; otherwise the continuous Loewner driving function and the ordinary differential equation continue past that time. Integrating the last identity, using $S_t\ge c$, givescontradicting ${{\rm Y}}_t\ge r/2$. Thus every fixed rational ball inside $\mathbb{H}$ is hit almost surely. A countable intersection makes the trace a dense subset almost surely, and its relatively closed image, established by continuity and transience, then contains all of $\mathbb{H}$:This proves space-filling SLE above parameter eight. It rules out unvisited open regions, rather than inferring visits merely from membership in the filled compact H-hulls. The choice $\rho =\kappa -8$ does not address the critical value eight.

For $x,z\in B_{\rho }(y)$, the open balls satisfy $B_{\rho }(x)\subset B_{3\rho }(z)\subset B_{4\rho }(y)$. Nonnegativity and the mean value property for harmonic functions giveTaking the supremum over $x$ and the infimum over $z$ proves the Harnack inequality for harmonic functions:This includes a zero infimum, which forces $u=0$ on the smaller ball.

A topological space is connected when it is not the union of two disjoint nonempty open subsets. It is path-connected when every two points $x,y$ can be joined by a path, meaning a continuous map $\gamma :[0,1]\to X$ with $\gamma (0)=x$ and $\gamma (1)=y$.

To prove that $[0,1]$ is connected, suppose it had a separation $[0,1]=U\cup V$ with $0\in U$. LetWhichever of $U$ or $V$ contains $c$, its relative openness supplies an interval about $c$ that contradicts either the definition of the supremum or the fact that all points immediately below $c$ lie in $U$. Thus no separation exists.

If $X$ is path-connected and $X=U\cup V$ were a separation, choose $u\in U$ and $v\in V$. A path from $u$ to $v$ would make $[0,1]$ the union of the disjoint nonempty open sets ${\gamma }^{-1}(U)$ and ${\gamma }^{-1}(V)$, contradicting the connectedness just proved. Hence

Now let $X\subseteq {\mathbb{R}}^n$ be open. Every point $x\in X$ lies in an open ball contained in $X$, and an open ball is path-connected by straight line segments. It follows that every path component of $X$ is open. If there were more than one path component, one component and the union of all the others would separate $X$. Consequently a connected open subset of Euclidean space is path-connected. The converse follows from the preceding implication.

The same argument answers the locally Euclidean question affirmatively. Every point has a neighbourhood homeomorphic to an open subset of ${\mathbb{R}}^n$, hence a path-connected open neighbourhood after restricting to a sufficiently small ball. Thus $X$ is locally path-connected, its path components are open, and connectedness forces there to be only one.

For the final example, putThe set $Y$ is path-connected: each vertical segment $C_n$ meets the horizontal segment $A$. The segment $B$ is also path-connected and lies in the closure of $Y$, because $(1/n,y)\to (0,y)$ for every $y\in [1/2,1]$. A connected set together with a connected subset of its closure is connected, so

It is not path-connected. The image of the first coordinate of any path in $X$ lies inbut, while the path has positive height, its first coordinate lies in the totally disconnected set $\{0\}\cup \{1/n:n\ge 1\}$. A path beginning on $B$ cannot leave $x=0$ before reaching height zero, and $X$ contains no point $(0,y)$ with $0\le y<1/2$. Hence no path joins $B$ to $Y$, and

For $a\in U$, the function $f:U\to {\mathbb{R}}^n$ is differentiable at $a$ if there is a linear map $A:{\mathbb{R}}^m\to {\mathbb{R}}^n$ such thatThe linear map is unique and is the Frechet derivative $D{f}_a=A$. The function is continuously differentiable at $a$ if it is differentiable on a neighbourhood of $a$ and the map $x\mapsto D{f}_x$, with values in the space of linear maps equipped with the operator norm, is continuous at $a$.

If $T:{\mathbb{R}}^m\to {\mathbb{R}}^n$ is linear, thenConsequently $D{T}_a=T$ at every $a$. The derivative is a constant function of $a$, hence is continuous, so every linear map is continuously differentiable everywhere.

The mean value inequality says that if the line segment $[x,y]$ lies in $U$ andthenTo prove it, put $v=f(y)-f(x)$. The claim is immediate if $v=0$. Otherwise set $e=v/\Vert v\Vert$ and apply the one-dimensional mean value theorem to the real-valued functionFor some $c\in (0,1)$, the chain rule givesas required.

Now suppose that $U$ is open and connected and that $D{f}_a=0$ for every $a\in U$. Every point has an open ball contained in $U$. The mean value inequality with $M=0$ shows that $f$ is constant on each such ball, so $f$ is locally constant. Fix $a_0\in U$. The level setis nonempty and open in $U$; its complement is also open because $f$ is locally constant. Since $U$ is connected, $E=U$. This proves the zero derivative on a connected open set result: $f$ is constant.

The inverse function theorem states that if $f:U\to {\mathbb{R}}^m$ is continuously differentiable, $a\in U$, and $D{f}_a$ is an invertible linear map, then there are open neighbourhoods $V$ of $a$ and $W$ of $f(a)$ such that $f{|}_V:V\to W$ is a bijection whose inverse is continuously differentiable.

For the curve in the question, define the continuously differentiable functionThenThe implicit function theorem, which follows from the inverse function theorem applied to $(x,y)\mapsto (x,F(x,y))$, therefore gives an open interval $I$ containing $0$, an open neighbourhood $U_0$ of $(0,0)$, and a continuously differentiable, hence continuous, function $g:I\to \mathbb{R}$ such that

A continuous function $v$ is a Perron subfunction for $\Delta u=f$ when it lies below every classical solution of that Poisson equation on a relatively compact open ball whenever it lies below that solution on the ball's boundary. For $C^2$ functions, this is equivalent to $\Delta v\ge f$. A superfunction reverses the comparison and has $\Delta v\le f$ when $C^2$. Adding a boundary upper bound gives the family whose supremum defines the Perron method for the Dirichlet problem.

The spherical derivative compares the mass of shrinking centered open balls with their Lebesgue measure, when the limit exists. This is a density of one measure relative to Euclidean volume, rather than the relative density of a set within one fixed measure. A singular finite Borel measure has spherical derivative zero Lebesgue almost everywhere.