Related papers: Fractional Stochastic Loewner Evolution and Scalin…
We present basic properties of Dipolar SLEs, a new version of stochastic Loewner evolutions (SLE) in which the critical interfaces end randomly on an interval of the boundary of a planar domain. We present a general argument explaining why…
It is argued that the evolution of complex phenomena ought to be described by fractional, differential, stochastic equations whose solutions have scaling properties and are therefore random, fractal functions. To support this argument we…
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…
Multiple Schramm-Loewner Evolutions (SLE) are conformally invariant random processes of several curves, whose construction by growth processes relies on partition functions: M\"obius covariant solutions to a system of second order partial…
This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…
Stochastic Loewner evolutions (SLE) are random growth processes of sets, called hulls, embedded in the two dimensional upper half plane. We elaborate and develop a relation between SLE evolutions and conformal field theories (CFT) which is…
This article provides an introduction to Schramm(stochastic)-Loewner evolution (SLE) and to its connection with conformal field theory, from the point of view of its application to two-dimensional critical behaviour. The emphasis is on the…
We disclose the origin of anisotropic percolation perimeters in terms of the Stochastic Loewner Evolution (SLE) process. Precisely, our results from extensive numerical simulations indicate that the perimeters of multi-layered and directed…
We simulate several models of random curves in the half plane and numerically compute their stochastic driving process (as given by the Loewner equation). Our models include models whose scaling limit is the Schramm-Loewner evolution (SLE)…
We prove existence (and simpleness) of the trace for both forward and backward Loewner chains under fairly general conditions on semimartingale drivers. As an application, we show that stochastic Komatu-Loewner evolutions SKLE$_{\alpha,b}$…
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional…
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…
We describe Stochastic Loewner Evolution on arbitrary Riemann surfaces with boundary using Conformal Field Theory methods. We propose in particular a CFT construction for a probability measure on (clouded) paths, and check it against known…
Stochastic models with fractional Brownian motion as source of randomness have become popular since the early 2000s. Fractional Brownian motion (fBm) is a Gaussian process, whose covariance depends on the so-called Hurst parameter $H\in…
The two-dimensional Loewner exploration process is generalized to the case where the random force is self-similar with positively correlated increments. We model this random force by a fractional Brownian motion with Hurst exponent $H\geq…
This manuscript explores the connections between a class of stochastic processes called "Stochastic Loewner Evolution" (SLE) and conformal field theory (CFT). First some important results are recalled which we utilise in the sequel, in…
Schramm Loewner Evolutions (SLE) are random increasing hulls defined through the Loewner equation driven by Brownian motion. It is known that the increasing hulls are generated by continuous curves. When the driving process is of the form…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
The physical relevance of the fractional time derivative in quantum mechanics is discussed. It is shown that the introduction of the fractional time Scr\"odinger equation (FTSE) in quantum mechanics by analogy with the fractional diffusion…
In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…