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The paper studies the rate of convergence of the weak Euler approximation for solutions to possibly completely degenerate SDEs driven by Levy processes, with Hoelder-continuous coefficients. It investigates the dependence of the rate on the…

Probability · Mathematics 2012-05-14 R. Mikulevicius

This paper introduces a novel class of fair and interpolatory curves called $p\kappa$-curves. These curves are comprised of smoothly stitched B\'ezier curve segments, where the curvature distribution of each segment is made to closely…

Computational Geometry · Computer Science 2023-10-12 Zhihao Wang , Juan Cao , Tuan Guan , Zhonggui Chen , Yongjie Jessica Zhang

It is known that a backward Schramm--Loewner evolution (SLE) is coupled with a free boundary Gaussian free field (GFF) with boundary perturbation to give conformal welding of quantum surfaces. Motivated by a generalization of conformal…

Probability · Mathematics 2021-02-02 Shinji Koshida

Let $\Lambda$ be a uniformly discrete set and $S$ be a compact set in $R$. We prove that if there exists a bounded sequence of functions in Paley--Wiener space $PW_S$, which approximates $\delta-$functions on $\Lambda$ with $l^2-$error $d$,…

Classical Analysis and ODEs · Mathematics 2013-04-03 Alexander Olevskii , Alexander Ulanovskii

We consider multiple chordal Schramm-Loewner evolution (SLE) with $\kappa\in (0,4]$. Under common-time parameterization, we show that the transition density of the driving function of multiple chordal SLEs can be given by the transition…

Probability · Mathematics 2025-09-03 Chongzhi Huang , Hao Wu , Lu Yang

We establish an upper bound on the asymptotic probability of an SLE(kappa) curve hitting two small intervals on the real line as the interval width goes to zero, for the range 4 < kappa < 8. As a consequence we are able to prove that the…

Probability · Mathematics 2010-07-06 Tom Alberts , Scott Sheffield

In this note, we prove a version of the conjectured duality of Schramm-Loewner Evolutions, by establishing exact identities in distribution between some boundary arcs of chordal $\SLE_\kappa$, $\kappa>4$, and appropriate versions of…

Probability · Mathematics 2007-11-14 Julien Dubedat

Using the estimate of the difference between the discrete harmonic function and its corresponding continuous version we derive a rate of convergence of the Loewner driving function for the harmonic explorer to the Brownian motion with speed…

Probability · Mathematics 2020-03-23 Shi-Yi Lan , Jin Ma , Wang Zhou

We consider the dimer model on the square and hexagonal lattices with doubly periodic weights. The purpose of this paper is threefold: (a) we establish a rigourous connection with the massive SLE$_2$ constructed by Makarov and Smirnov (and…

Probability · Mathematics 2024-10-21 Nathanaël Berestycki , Levi Haunschmid-Sibitz

Schramm--Loewner evolution (SLE) has been one of the central topics in the probabilistic study of two-dimensional critical systems. It is a random curve in two dimensions to which a cluster interface in a critical lattice system is…

Probability · Mathematics 2025-09-03 Makoto Katori , Shinji Koshida , Chizuru Soukejima , Raian Suzuki

For $\kappa\in(0,4]$, a family of annulus SLE$(\kappa;\Lambda)$ processes were introduced in [14] to prove the reversibility of whole-plane SLE$(\kappa)$. In this paper we prove that those annulus SLE$(\kappa;\Lambda)$ processes satisfy a…

Probability · Mathematics 2015-05-30 Dapeng Zhan

We propose a topological approach to the problem of determining a curve from its iterated integrals. In particular, we prove that a family of terms in the signature series of a two dimensional closed curve with finite p variation, 1\leq…

Probability · Mathematics 2014-07-17 H. Boedihardjo , H. Ni , Z. Qian

We show that when one draws a simple conformal loop ensemble (CLE$_\kappa$ for $\kappa \in (8/3,4)$) on an independent $\sqrt{\kappa}$-Liouville quantum gravity (LQG) surface and explores the CLE in a natural Markovian way, the quantum…

Probability · Mathematics 2021-10-20 Jason Miller , Scott Sheffield , Wendelin Werner

Suppose that D is a planar Jordan domain and x and y are distinct boundary points of D. Fix \kappa \in (4,8) and let \eta\ be an SLE_\kappa process from x to y in D. We prove that the law of the time-reversal of \eta is, up to…

Probability · Mathematics 2016-03-01 Jason Miller , Scott Sheffield

We prove up-to-constants estimates for a general class of four-arm events in simple conformal loop ensembles, i.e. CLE$_\kappa$ for $\kappa\in (8/3,4]$. The four-arm events that we consider can be created by either one or two loops, with no…

Probability · Mathematics 2025-04-09 Yifan Gao , Pierre Nolin , Wei Qian

SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…

Probability · Mathematics 2016-08-09 R. Mikulevicius , Fanhui Xu

Schramm-Loewner Evolutions (SLEs) describe a one-parameter family of growth processes in the plane that have particular conformal invariance properties. For instance, SLE can define simple random curves in a simply connected domain. In this…

Probability · Mathematics 2007-11-13 Julien Dubedat

In a groundbreaking work, Duplantier, Miller and Sheffield showed that subcritical Liouville quantum gravity (LQG) coupled with Schramm-Loewner evolutions (SLE) can be described by the mating of two continuum random trees. In this paper, we…

Probability · Mathematics 2022-09-01 Juhan Aru , Nina Holden , Ellen Powell , Xin Sun

In this paper we extend existing results on the numerical approximation of one-dimensional SDEs with drift in a negative order Besov space and driven by Brownian motion. Using the Yamada-Watanabe approximation technique, we prove rates in…

Probability · Mathematics 2026-02-03 Matteo Cagnotti

Chordal SLE$_\kappa(\underline{\rho})$ is a natural variant of chordal SLE curve. It is a family of random non-crossing curves on the upper half plane from 0 to $\infty$, whose law is influenced by additional force points on $\mathbb R$.…

Probability · Mathematics 2023-10-10 Pu Yu