## The Annals of Probability

### Brownian Motion and Analytic Functions

Burgess Davis

#### Abstract

This paper is mostly expository and is concerned with the connection between two dimensional Brownian motion and analytic functions provided by Levy's result that, if $Z_t, 0 \leqslant t < \infty$, is two dimensional Brownian motion, and if $f$ is analytic and not constant, then $f(Z_t), 0 \leqslant t < \infty$, is also two dimensional Brownian motion, perhaps moving at a variable speed. This can be used to study Brownian motion via analytic functions and, conversely, to treat analytic functions probabilistically. Recently several open problems in analytic function theory have been solved in this manner. We will present some of Doob's earlier work on the range and boundary values of analytic functions, the probabilistic theory of $H^p$ spaces due to Burkholder, Gundy and Silverstein, the author's results on conjugate function inequalities. and sketch probabilistic proofs of Picard's big and little theorems, and other theorems. There are some new results related to Hayman's generalization of Koebe's theorem.

#### Article information

Source
Ann. Probab. Volume 7, Number 6 (1979), 913-932.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aop/1176994888

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aop/1176994888

Mathematical Reviews number (MathSciNet)
MR548889

Zentralblatt MATH identifier
0421.60072

Subjects
Primary: 60J65: Brownian motion [See also 58J65]
Secondary: 30A78 42A40 42A36 30A70

#### Citation

Davis, Burgess. Brownian Motion and Analytic Functions. The Annals of Probability 7 (1979), no. 6, 913--932. doi:10.1214/aop/1176994888. http://projecteuclid.org/euclid.aop/1176994888.