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For $|\zeta |=1$ and $|z|<1$, the Poisson kernel on the circle satisfiesFor fixed $\zeta$, it is the real part of a holomorphic function of $z$, hence a harmonic function. On each compact subdisk, its derivatives are bounded uniformly in $\zeta$ because the denominator stays away from zero. Differentiation under the integral therefore proves that $P\varphi$ is harmonic, with the word interpreted componentwise when $\varphi$ is complex-valued.

The geometric seriesconverges uniformly in $\zeta$ for a fixed compact subdisk. With normalized Lebesgue measure, integration of its real part gives kernel mass one. Fix a boundary point $\omega$ and choose $\delta >0$ so that $|\varphi (\zeta )-\varphi (\omega )|<\epsilon$ when $|\zeta -\omega |<\delta$. ThenIf $z\to \omega$ from inside the unit disc, the remaining denominator is at least $(\delta /2{)}^2$ for sufficiently close $z$, while $1-|z{|}^2\to 0$. Hence $P\varphi (z)\to \varphi (\omega )$ along every interior approach, not just radial ones.

Orient the unit circle counterclockwise in the Cauchy transform. Its kernel and every $w$-derivative are uniformly bounded for $w$ in any compact subset of $\mathbb{C}\setminus \mathbb{T}$. Thus differentiation under the integral givesand proves that $\Phi$ is a holomorphic function on both components of its domain. Since $d\zeta =2\pi i\zeta dm(\zeta )$, for $0<r<1$ and $|\omega |=1$ the difference of its two kernels isConsequently the paired radial jump of a continuous Cauchy transform obeys the exact identityand the established Poisson integral boundary convergence givesThis proves the paired difference without assuming that the two individual boundary values exist for every continuous datum.

The printed direction $r\downarrow 1$ has the opposite sign. It is present in the original PDF, not merely in the converted TeX. With that direction $r>1$, so substituting $s=1/r<1$ in the exact identity givesThe simplest counterexample is $\varphi \equiv 1$: the Cauchy integral formula gives $\Phi (w)=1$ inside and $\Phi (w)=0$ outside, so the printed difference is constantly $-1$. The requested positive jump is corrected by taking $r\uparrow 1$, or by reversing the order of the difference when $r\downarrow 1$.