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Recall that a domain $D \subseteq \mathbb C$ is called regular if for each point $x \in \partial D$, we have $\mathbf P_x\lbrack \tau_D = 0\rbrack = 1$, where $\tau_D = \inf\{t > 0 : B_t \notin D\}$, and $(B_t)_{t \ge 0}$ is a Brownian motion.

  1. Is the domain $\mathbb D \setminus [0, 1)$ regular?
  2. Is every simply connected domain regular?
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  • $\begingroup$ By "domain" D, do you mean an open subset of ℂ ? Must D be bounded? And what does the notation P_x mean? $\endgroup$ Commented Aug 7, 2023 at 17:07
  • $\begingroup$ @DanielAsimov by domain, I mean connected open subset of $\mathbb C$, which does not need to be bounded. $\mathbf P_x$ means $\mathbf P\lbrack - \vert B_0 = x\rbrack$. $\endgroup$
    – Focus
    Commented Aug 8, 2023 at 6:19

1 Answer 1

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Yes to both. Both were already answered here https://math.stackexchange.com/questions/4389689/is-every-simply-connected-set-in-the-plane-regular-for-brownian-motion

So for Q1 we can use the simple-arc criterion.

The regularity of every boundary point of an open set in $\mathbb R^2$ is in fact strongly related to connectedness. However, that's more a property of the complement of the set: Problem 4.2.16 in 1 which is:

Let $D\subset\mathbb R^2$ be open, and suppose that $a\in\partial D$ has the property that there exists a point $b\not=a$ in $\mathbb R^2\setminus D\,,$ and a simple arc in $\mathbb R^2\setminus D$ connecting $a$ to $b\,.$ Show that $a$ is regular.

The solution is provided in 1 section 4.5. The unit disc minus the line segment $[0,1)\times\{0\}$ clearly satisfies the properties of $D$ in that problem.

1 I. Karatzas, S. Shreve, Brownian Motion and Stochastic Calculus.

More generally for Q2, see Bass "probabilistic techniques in analysis" Prop. II.1.14 (or the article mentioned in the comments "A remark on the probabilistic solution of the Dirichlet problem for simply connected domains in the plane")

where they show that: The Dirichlet problem is solvable for any simply connected domain in $\mathbb{C}$.

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