Related papers: Loewner Evolution as It\^o Diffusion
Loewner Theory, based on dynamical viewpoint, proved itself to be a powerful tool in Complex Analysis and its applications. Recently Bracci et al [Bracci et al, to appear in J. Reine Angew. Math. Available on ArXiv 0807.1594; Bracci et al,…
In this paper we introduce a general version of the notion of Loewner chains which comes from the new and unified treatment, given in [arXiv:0807.1594], of the radial and chordal variant of the Loewner differential equation, which is of…
Loewner Theory, based on dynamical viewpoint, is a powerful tool in Complex Analysis, which plays a crucial role in such important achievements as the proof of famous Bieberbach's conjecture and well-celebrated Schramm's Stochastic Loewner…
Loewner Theory is a deep technique in Complex Analysis affording a basis for many further important developments such as the proof of famous Bieberbach's conjecture and well-celebrated Schramm's Stochastic Loewner Evolution (SLE). It…
Using concepts of noncommutative probability we show that the Loewner's evolution equation can be viewed as providing a map from paths of measures to paths of probability measures. We show that the fixed point of the Loewner map is the…
We introduce Wilson-It\^o diffusions, a class of random fields on $\mathbb{R}^d$ that change continuously along a scale parameter via a Markovian dynamics with local coefficients. Described via forward-backward stochastic differential…
In a convergence of machine learning and biology, we reveal that diffusion models are evolutionary algorithms. By considering evolution as a denoising process and reversed evolution as diffusion, we mathematically demonstrate that diffusion…
In the present paper we discuss problems concerning evolutions of densities related to Ito diffusions in the framework of the statistical exponential manifold. We develop a rigorous approach to the problem, and we particularize it to the…
In this paper, we define and study Loewner chains and evolution families on finitely multiply-connected domains in the complex plane. These chains and families consist of conformal mappings on parallel slit half-planes and have one and two…
In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis.…
We investigate Bochner integrabilities of generalized Wiener functionals. We further formulate an It\^o formula for a diffusion in a distributional setting, and apply to investigate differentiability-index $s$ and integrability-index $p…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
We consider evolution in the unit disk in which the sample paths are represented by the trajectories of points evolving randomly under the generalized Loewner equation. The driving mechanism differs from the SLE evolution, but nevertheless…
We construct radial stochastic Loewner evolution in multiply connected domains, choosing the unit disk with concentric circular slits as a family of standard domains. The natural driving function or input is a diffusion on the associated…
Among diversity of frameworks and constructions introduced in Loewner Theory by different authors, one can distinguish two closely related but still different ways of reasoning, which colloquially may be described as "increasing" and…
The spectrum profile that emerges in molecular spectroscopy and atmospheric radiative transfer as the combined effect of Doppler and pressure broadenings is known as the Voigt profile function. Because of its convolution integral…
This is a survey on recent results on the Loewner theory in one and several complex manifolds
In a (two-type) Wright-Fisher diffusion with directional selection and two-way mutation, let $x$ denote today's frequency of the beneficial type, and given $x$, let $h(x)$ be the probability that, among all individuals of today's…
A new approach in Loewner Theory proposed by Bracci, Contreras, D\'iaz-Madrigal and Gumenyuk provides a unified treatment of the radial and the chordal versions of the Loewner equations. In this framework, a generalized Loewner chain…
We study a one parameter family of discrete Loewner evolutions driven by a random walk on the real line. We show that it converges to the stochastic Loewner evolution (SLE) under rescaling. We show that the discrete Loewner evolution…