English

Stochastic Komatu-Loewner evolutions and BMD domain constant

Probability 2016-04-29 v2

Abstract

Let D=Hk=1NCkD={\mathbb H} \setminus \cup_{k=1}^N C_k be a standard slit domain, where H{\mathbb H} is the upper half plane and CkC_k, 1kN1\leq k\leq N, are mutually disjoint horizontal line segments in HH. Given a Jordan arc γD\gamma\subset D starting at H\partial H, let gtg_t be the unique conformal map from Dγ[0,t]D\setminus\gamma[0,t] onto a standard slit domain Dt=Hk=1NCk(t)D_t={\mathbb H} \setminus \cup_{k=1}^N C_k(t) satisfying the hydrodynamic normalization at infinity. It has been established recently that gtg_t satisfies an ODE called a Komatu-Loewner equation in terms of the complex Poisson kernel of the Brownian motion with darning (BMD) for DtD_t. We randomize the Jordan arc γ\gamma according to a system of probability measures on the family of equivalence classes of Jordan arcs that enjoy a domain Markov property and a certain conformal invariance property. We show that the induced process (ξ(t),s(t))(\xi(t), {\bf s}(t)) satisfies a Markov type stochastic differential equation, where ξ(t)\xi(t) is a motion on H\partial {\mathbb H} and s(t){\bf} s(t) represents the motion of the endpoints of the slits {Ck(t),  1kN}.\{C_k(t),\; 1\le k\le N \}. Conversely, given such functions α\alpha and bb with local Lipschitz continuity, the corresponding SDE admits a unique solution (ξ(t),s(t))(\xi(t), {\bf s}(t)). The latter produces random conformal maps gt(z)g_t(z) via the Komatu-Loewner equation. The resulting family of random growing hulls {Ft}\{F_t\} from the conformal mappings is called SKLEα,b.{\rm SKLE}_{\alpha,b}. We show that it enjoys a certain scaling property and a domain Markov property. Among other things, we further prove that SKLEα,bBMD{\rm SKLE}_{\alpha,-b_{\rm BMD}} for a constant α>0\alpha >0 has a locality property if and only if α=6\alpha = \sqrt{6}, where bBMDb_{\rm BMD} is a BMD-domain constant that describes the discrepancy of a standard slit domain from H{\mathbb H} relative to BMD.

Keywords

Cite

@article{arxiv.1410.8257,
  title  = {Stochastic Komatu-Loewner evolutions and BMD domain constant},
  author = {Zhen-Qing Chen and Masatoshi Fukushima},
  journal= {arXiv preprint arXiv:1410.8257},
  year   = {2016}
}
R2 v1 2026-06-22T06:41:24.694Z