On the planar Brownian Green's function for stopping times
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Publication:2014089
DOI10.1016/J.JMAA.2017.06.013zbMATH Open1372.35083arXiv1605.06930OpenAlexW2963724797MaRDI QIDQ2014089FDOQ2014089
Publication date: 10 August 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Abstract: It has been known for some time that the Green's function of a planar domain can be defined in terms of the exit time of Brownian motion, and this definition has been extended to stopping times more general than exit times. In this paper, we extend the notion of conformal invariance of Green's function to analytic functions which are not injective, and use this extension to calculate the Green's function for a stopping time defined by the winding of Brownian motion. These considerations lead to a new proof of the Riemann mapping theorem. We also show how this invariance can be used to deduce several identities, including the standard infinite product representations of several trigonometric functions.
Full work available at URL: https://arxiv.org/abs/1605.06930
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- Green's formula, planar Brownian bridge, and Lévy's area
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