## On the means of approach to the boundary of Brownian motion.(English)Zbl 0628.60076

This paper studies the behavior of a planar Brownian motion as it exists from a simply connected Greenian domain D. The technique is to fix a point $$\xi$$ in the Martin boundary of D, and take u to be the Martin kernel with pole at $$\xi$$, v its harmonic conjugate, X the u-processes (Brownian motion conditioned to exit D at $$\xi)$$, and then to investigate the behavior of the process $$(u(X_ t),v(X_ t))$$ at the exit time from D. Specializing to the domain $$D=\{z:| z| <1\}$$, the results of this paper are used to discuss the connection between the classical and probabilistic Fatou theorems.
Reviewer: J.Mitro

### MSC:

 60J45 Probabilistic potential theory 60J65 Brownian motion
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