Related papers: Conformal Restriction and Brownian Motion
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.
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…