Stochastic Komatu-Loewner evolutions and BMD domain constant
Abstract
Let be a standard slit domain, where is the upper half plane and , , are mutually disjoint horizontal line segments in . Given a Jordan arc starting at , let be the unique conformal map from onto a standard slit domain satisfying the hydrodynamic normalization at infinity. It has been established recently that satisfies an ODE called a Komatu-Loewner equation in terms of the complex Poisson kernel of the Brownian motion with darning (BMD) for . We randomize the Jordan arc 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 satisfies a Markov type stochastic differential equation, where is a motion on and represents the motion of the endpoints of the slits Conversely, given such functions and with local Lipschitz continuity, the corresponding SDE admits a unique solution . The latter produces random conformal maps via the Komatu-Loewner equation. The resulting family of random growing hulls from the conformal mappings is called We show that it enjoys a certain scaling property and a domain Markov property. Among other things, we further prove that for a constant has a locality property if and only if , where is a BMD-domain constant that describes the discrepancy of a standard slit domain from relative to BMD.
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}
}