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Loewner driving functions encode simple curves in 2-dimensional simply connected domains by real-valued functions. We prove that the Loewner driving function of a $C^{1,\beta}$ curve (differentiable parametrization with $\beta$-H\"older…

Complex Variables · Mathematics 2024-02-06 Steffen Rohde , Yilin Wang

Many mathematical models of statistical physics in two dimensions are either known or conjectured to exhibit conformal invariance. Over the years, physicists proposed predictions of various exponents describing the behavior of these models.…

Probability · Mathematics 2007-05-23 Oded Schramm

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…

Mathematical Physics · Physics 2018-02-13 Kalle Kytölä , Eveliina Peltola

We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindrical Brownian motion and singular diffusion coefficient. The analysis is based on a combination of infinite dimensional generalizations of…

Probability · Mathematics 2023-11-03 Florian Bechtold , Fabian A. Harang

The Loewner equation encrypts a growing simple curve in the plane into a real-valued driving function. We show that if the driving function $\lambda$ is in $C^{\beta}$ with $\beta>2$ (or real analytic) then the Loewner curve is in $C^{\beta…

Complex Variables · Mathematics 2014-11-11 Joan Lind , Huy Tran

We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process (not necessarily a semi-martingale). No adaptedness of initial point or vector fields is assumed. Under a simple condition on the…

Probability · Mathematics 2007-05-23 Laure Coutin , Peter Friz , Nicolas Victoir

We derive the variational formula of the Loewner driving function of a simple chord under infinitesimal quasiconformal deformations with Beltrami coefficients supported away from the chord. As an application, we obtain the first variation…

Complex Variables · Mathematics 2024-03-06 Jinwoo Sung , Yilin Wang

For all $\kappa > 0$, we show that the support of SLE$_\kappa$ curves is the closure in the sup-norm of the set of Loewner curves driven by nice (e.g. smooth) functions. It follows that the support is the closure of the set of simple curves…

Probability · Mathematics 2020-02-07 Huy Tran , Yizheng Yuan

In the series of lectures, we will discuss probability laws of random points, curves, and surfaces. Starting from a brief review of the notion of martingales, one-dimensional Brownian motion (BM), and the $D$-dimensional Bessel processes,…

Probability · Mathematics 2022-08-16 Makoto Katori

The purpose of this paper is to study some properties of solutions to one dimensional as well as multidimensional stochastic differential equations (SDEs in short) with super-linear growth conditions on the coefficients. Taking inspiration…

Probability · Mathematics 2015-02-18 Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

We formulate multiple Schramm-Loewner evolutions (SLEs) for coset Wess-Zumino-Witten (WZW) models. The resultant SLEs may describe the critical behavior of multiple interfaces for the 2D statistical mechanics models whose critical…

Mathematical Physics · Physics 2017-04-21 Yoshiki Fukusumi

This paper deals with generalized backward doubly stochastic differential equations driven by a L\'evy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp.…

Probability · Mathematics 2021-11-09 Jean Marc Owo , Auguste Aman

Let $d\geq 2$. In this paper, we investigate the following stochastic differential equation (SDE) in ${\mathbb R}^d$ driven by Brownian motion $$ {\rm d} X_t=b(t,X_t){\rm d} t+\sqrt{2}{\rm d} W_t, $$ where $b$ belongs to the space ${\mathbb…

Probability · Mathematics 2025-08-05 Zimo Hao , Xicheng Zhang

We provide multiple Schramm-Loewner evolutions (SLEs) to describe the scaling limit of multiple interfaces in critical lattice models possessing Lie algebra symmetries. The critical behavior of the models is described by Wess-Zumino-Witten…

Mathematical Physics · Physics 2012-11-01 Kazumitsu Sakai

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

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…

Mathematical Physics · Physics 2011-07-19 Roland Friedrich

We consider the chordal Loewner differential equation for multiple slits in the upper half-plane and relations between the pointwise H\"older continuity of the driving functions and the generated hulls. The first result generalizes a result…

Complex Variables · Mathematics 2015-02-05 Sebastian Schleißinger

In this study, the non-equilibrium free energy corresponding to the curve generated by a modified stochastic Loewner evolution (SLE), which is driven by the Langevin equation, is theoretically investigated. Under certain conditions, we…

Statistical Mechanics · Physics 2023-10-24 Yusuke Shibasaki

We show that in the continuum limit watersheds dividing drainage basins are Schramm-Loewner Evolution (SLE) curves, being described by one single parameter $\kappa$. Several numerical evaluations are applied to ascertain this. All…

Statistical Mechanics · Physics 2012-12-04 E. Daryaei , N. A. M. Araujo , K. J. Schrenk , S. Rouhani , H. J. Herrmann

The paper is devoted to the multiple chordal Loewner differential equation with different driving functions on two time intervals. We obtain exact implicit or explicit solutions to the Loewner equations with piecewise constant driving…

Complex Variables · Mathematics 2021-04-15 Dmitri Prokhorov , Andrey Zakharov , Andrey Zherdev