Related papers: Rate of Convergence in Multiple SLE using Random M…
In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift. In particular, the drift is assumed to be $\alpha$-H\"older continuous in time and bounded…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We provide a general framework of estimates for convergence rates of random discrete model curves approaching Schramm Loewner Evolution (SLE) curves in the lattice size scaling limit. We show that a power-law convergence rate of an…
The mating of trees approach to Schramm-Loewner evolution (SLE) in the random geometry of Liouville quantum gravity (LQG) has been recently developed by Duplantier-Miller-Sheffield (2014). In this paper we consider the mating of trees…
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…
Consider the following stochastic differential equation (SDE) $$dX_t = b(t,X_{t-}) \, dt+ dL_t, \quad X_0 = x,$$ driven by a $d$-dimensional L\'evy process $(L_t)_{t \geq 0}$. We establish conditions on the L\'evy process and the drift…
In this paper we consider multidimensional stochastic differential equations (SDEs) with discontinuous drift and possibly degenerate diffusion coefficient. We prove an existence and uniqueness result for this class of SDEs and we present a…
The Shcramm-Loewner evolution (SLE) is a correlated exploration process, in which for the chordal set up, the tip of the trace evolves in a self-avoiding manner towards the infinity. The resulting curves are named SLE$_{\kappa}$,…
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,…
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…
SLE(kappa,rho) is a generalisation of Schramm-Loewner evolution which describes planar curves which are statistically self-similar but not conformally invariant in the strict sense. We show that, in the context of boundary conformal field…
In this paper, we consider a numerical approximation of the stochastic differential equation (SDE) $$X_{t}=x_{0}+ \int_{0}^{t} b(s, X_{s}) \mathrm{d}s + L_{t},~x_{0} \in \mathbb{R}^{d},~t \in [0,T],$$ where the drift coefficient $b:[0,T]…
Following the approach outlined in [26], convergence to SLE$_6$ of the Exploration Processes for the correlated bond-triangular type models studied in [11] is established. This puts the said models in the same universality class as the…
Numerical methods for SDEs with irregular coefficients are intensively studied in the literature, with different types of irregularities usually being attacked separately. In this paper we combine two different types of irregularities:…
In the second article of this series, we establish the convergence of the loop ensemble of interfaces in the random cluster Ising model to a conformal loop ensemble (CLE) --- thus completely describing the scaling limit of the model in…
In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift driven by symmetric $\alpha$-table process, $\alpha\in (1,2)$. In particular, the drift is…
We give a new take on the error analysis of approximations of stochastic differential equations (SDEs), utilizing and developing the stochastic sewing lemma of L\^e (2020). This approach allows one to exploit regularization by noise effects…
This paper is concerned with numerical solutions of one-dimensional SDEs with the drift being a generalised function, in particular belonging to the H\"older-Zygmund space $C^{-\gamma}$ of negative order $-\gamma<0$ in the spatial variable.…
Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…
Scharmm-Loewner evolution (SLE) and conformal field theory (CFT) are popular and widely used instruments to study critical behavior of two-dimensional models, but they use different objects. While SLE has natural connection with lattice…