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We describe all random sets that satisfy the radial conformal restriction property, therefore providing the analogue in the radial case of results of Lawler, Schramm and Werner in the chordal case.

Probability · Mathematics 2018-05-31 Hao Wu

The study of conformal restriction properties in two-dimensions has been initiated by Lawler, Schramm and Werner who focused on the natural and important chordal case: They characterized and constructed all random subsets of a given simply…

Probability · Mathematics 2017-07-14 Wei Qian

This paper proves conjectures originating in the physics literature regarding the intersection exponents of Brownian motion in a half-plane. For instance, suppose that B and B' are two independent planar Brownian motions started from…

Probability · Mathematics 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

We review some of the results that have been derived in the last years on conformal invariance, scaling limits and properties of some two-dimensional random curves. In particular, we describe the intuitive ideas that lead to the definition…

Probability · Mathematics 2017-07-19 Wendelin Werner

We characterize and describe all random subsets $K$ of a given simply connected planar domain (the upper half-plane $\H$, say) which satisfy the ``conformal restriction'' property, i.e., $K$ connects two fixed boundary points (0 and…

Probability · Mathematics 2008-11-26 Gregory Lawler , Oded Schramm , Wendelin Werner

In this note, we show how to relate the Schramm-Loewner Evolution processes (SLE) to highest-weight representations of the Virasoro Algebra. The conformal restriction properties of SLE that have been recently studied in the paper…

Probability · Mathematics 2007-05-23 Roland Friedrich , Wendelin Werner

In this review paper, we first discuss some open problems related to two-dimensional self-avoiding paths and critical percolation. We then review some closely related results (joint work with Greg Lawler and Oded Schramm) on critical…

Probability · Mathematics 2007-05-23 Wendelin Werner

We discuss the partition function point of view for chordal Schramm-Loewner evolutions and their relationship with correlation functions in conformal field theory. Both are closely related to crossing probabilities and interfaces in…

Mathematical Physics · Physics 2020-10-27 Eveliina Peltola

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases.…

Probability · Mathematics 2013-11-18 Anatoliy Malyarenko

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 discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…

Probability · Mathematics 2010-05-31 Jean Picard

We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are…

Probability · Mathematics 2023-02-22 Arka Adhikari , Benjamin Landon

In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Brownian motion and the corresponding Hermite polynomials. As…

Probability · Mathematics 2012-03-16 Matteo Casserini , Freddy Delbaen

In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…

Probability · Mathematics 2024-04-04 Sara Mazzonetto

We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…

Probability · Mathematics 2014-02-25 Rami Atar , Amarjit Budhiraja

The Brownian loop measure is a conformally invariant measure on loops in the plane that arises when studying the Schramm-Loewner evolution (SLE). When an SLE curve in a domain evolves from an interior point, it is natural to consider the…

Probability · Mathematics 2013-12-31 Laurence S. Field , Gregory F. Lawler

We study simple approximations to fractional Gaussian noise and fractional Brownian motion. The approximations are based on spectral properties of the noise. They allow one to consider the noise as the result of fractional…

Statistical Mechanics · Physics 2007-05-23 A. V. Chechkin , V. Yu. Gonchar

In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…

Probability · Mathematics 2011-01-20 Martin Kolb , Achim Wübker

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

Probability · Mathematics 2024-01-22 Bruno Rémillard , Jean Vaillancourt

The purpose of this paper is to study the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H=1/6$. We prove that, under some conditions on both…

Probability · Mathematics 2012-10-05 Krzysztof Burdzy , David Nualart , Jason Swanson
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