English
Related papers

Related papers: On Loewner chains driven by semimartingales and co…

200 papers

Stochastic Loewner Evolution (SLE_kappa) has been introduced as a description of the continuum limit of cluster boundaries in two-dimensional critical systems. We show that the problem of N radial SLEs in the unit disc is equivalent to…

Mathematical Physics · Physics 2009-11-10 John Cardy

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)…

Probability · Mathematics 2011-05-12 Tom Kennedy

We consider stochastic differential equations (SDEs) driven by Feller processes which are themselves solutions of multivariate Levy driven SDEs. The solutions of these 'iterated SDEs' are shown to be non-Markovian. However, the process…

Probability · Mathematics 2015-03-19 Alexander Schnurr

Stochastic Loewner evolution (SLE) is a differential equation driven by a one-dimensional Brownian motion (BM), whose solution gives a stochastic process of conformal transformation on the upper half complex-plane $\H$. As an evolutionary…

Statistical Mechanics · Physics 2015-03-13 Fumihito Sato , Makoto Katori

In this article, we study multiple $SLE_\kappa$, for $\kappa\in(0,4]$, driven by Dyson Brownian motion. This model was introduced in the unit disk by Cardy in connection with the Calogero-Sutherland model. We prove the Carath\'eodory…

Probability · Mathematics 2022-06-28 Jiaming Chen , Vlad Margarint

We investigate the relation between the Laplacian-$b$ motion and stochastic Komatu-Loewner evolution (SKLE) on multiply connected subdomains of the upper half-plane, both of which are analogues to SLE. In particular, we show that, if the…

Probability · Mathematics 2019-08-06 Takuya Murayama

To explore the relation between properties of Loewner chains and properties of their driving functions, we study Loewner chains driven by functions $U$ of finite total variation. Under some appropriate conditions, we show existence of the…

Complex Variables · Mathematics 2019-03-21 Atul Shekhar , Huy Tran , Yilin Wang

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…

Complex Variables · Mathematics 2023-04-04 Takuya Murayama

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

Probability · Mathematics 2007-07-19 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski

This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Loewner Evolution (SLE) by Oded…

Mathematical Physics · Physics 2007-05-23 Wouter Kager , Bernard Nienhuis

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…

Statistical Mechanics · Physics 2022-02-16 S. Tizdast , Z. Ebadi , J. Cheraghalizadeh , M. N. Najafi , José S. Andrade , Hans J. Herrmann

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…

Complex Variables · Mathematics 2015-03-19 Georgy Ivanov , Alexander Vasil'ev

These lecture notes on 2D growth processes are divided in two parts. The first part is a non-technical introduction to stochastic Loewner evolutions (SLEs). Their relationship with 2D critical interfaces is illustrated using numerical…

Statistical Mechanics · Physics 2007-05-23 Michel Bauer , Denis Bernard

Schramm-Loewner evolution (SLE$_\kappa$) is classically studied via Loewner evolution with half-plane capacity parametrization, driven by $\sqrt{\kappa}$ times Brownian motion. This yields a (half-plane) valued random field $\gamma = \gamma…

Probability · Mathematics 2021-05-13 Peter K. Friz , Huy Tran , Yizheng Yuan

We discuss the extension of radial SLE to multiply connected planar domains. First, we extend Loewner's theory of slit mappings to multiply connected domains by establishing the radial Komatu-Loewner equation, and show that a simple curve…

Probability · Mathematics 2007-05-23 Robert O. Bauer , Roland M. Friedrich

We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that…

Probability · Mathematics 2025-01-29 Lucio Galeati , Máté Gerencsér

Schramm-Loewner Evolution (SLE) is a stochastic process that helps classify critical statistical models using one real parameter $\kappa$. Numerical study of SLE often involves curves that start and end on the real axis. To reduce numerical…

Statistical Mechanics · Physics 2015-05-27 M. N. Najafi , S. Moghimi-Araghi , S. Rouhani

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

In this paper, we provide a framework of estimates for describing 2D scaling limits by Schramm's SLE curves. In particular, we show that a weak estimate on the probability of an annulus crossing implies that a random curve arising from a…

Mathematical Physics · Physics 2015-06-15 Antti Kemppainen , Stanislav Smirnov

Loewner hulls are determined by their real-valued driving functions. We study the geometric effect on the Loewner hulls when the driving function is composed with a random time change, such as the inverse of an $\alpha$-stable subordinator.…

Complex Variables · Mathematics 2019-10-15 Kei Kobayashi , Joan Lind , Andrew Starnes