Abstract

This chapter presents the basic relation between the linear potential theory and random walks. This fundamental connection relies on the observation that harmonic functions and martingales share a common cancellation property, expressed via mean value properties. We cover the following topics: the Laplace’s equation and harmonic functions, construction of the ball walk, values of the ball walk as harmonic functions, walk-regularity of boundary points, the exterior cone condition as sufficient for walk-regularity, relation to Perron solutions and relation to Brownian motion.

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