The exact statement of the problem is:
For each z in the slit open unit disk, find the probability that a Brownian particle will exit the region through the circular part of the boundary.
So this is a complex analysis class I'm in and the professor has taken a bit of a detour away from our textbook, thus I feel a bit adrift.
Basically I'm looking for the relevant theorems and formulas required to solve this problem. I think there is this important integral which describes the probability of exiting a region starting from a certain point, I'm not exactly sure. Hopefully someone can help me out here, thanks.