Related papers: Rate of Convergence in Multiple SLE using Random M…

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

Schramm-Loewner Evolutions (SLEs) describe a one-parameter family of growth processes in the plane that have particular conformal invariance properties. For instance, SLE can define simple random curves in a simply connected domain. In this…

We consider a class of general SDEs with a jump integral term driven by a time-inhomogeneous Poisson random measure. We propose a two-parameters Euler-type scheme for this SDE class and prove an optimal rate for the strong convergence with…

In this thesis, we extend the recently introduced theory of stochastic modified equations (SMEs) for stochastic gradient optimization algorithms. In Ch. 3 we study time-inhomogeneous SDEs driven by Brownian motion. For certain SDEs we prove…

In this paper, we study in the Markovian case the rate of convergence in the Wasserstein distance of an approximation of the solution to a BSDE given by a BSDE which is driven by a scaled random walk as introduced in Briand, Delyon and…

The goal of this article is to establish a central limit theorem for the Euler-Maruyama scheme approximating multidimensional SDEs with elliptic Brownian diffusion, under very mild regularity requirements on the drift coefficients. When the…

This work introduces a construction of conformal processes that combines the theory of branching processes with chordal Loewner evolution. The main novelty lies in the choice of driving measure for the Loewner evolution: given a finite…

We outline a strategy for showing convergence of loop-erased random walk on the Z^2 square lattice to SLE(2), in the supremum norm topology that takes the time parametrization of the curves into account. The discrete curves are parametrized…

The natural paramterization or length for the Schramm-Loewner evolution (SLE{\kappa}) is the candidate for the scaling limit of the length of discrete curves for \kappa < 8. We improve the proof of the existence of the parametrization and…

We derive sharp strong convergence rates for the Euler-Maruyama scheme approximating multidimensional SDEs with multiplicative noise without imposing any regularity condition on the drift coefficient. In case the noise is additive, we show…

The Schramm-Loewner evolution (SLE) can be simulated by dividing the time interval into N subintervals and approximating the random conformal map of the SLE by the composition of N random, but relatively simple, conformal maps. In the usual…

These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…

We study the rate of convergence w.r.t.~a Wasserstein type distance for random walk approximations of mean field BSDEs. Our method does not use the particle method but instead a freezing technique. We extend results by Briand, Ch. Geiss, S.…

Stochastic Loewner Evolutions (SLE) with a multiple sqrt(kappa)B of Brownian motion B as driving process are random planar curves (if kappa<=4) or growing compact sets generated by a curve (if kappa>4). We consider here more general Levy…

In recent work we have shown that loop-erased random walk (LERW) connecting two boundary points of a domain converges to the chordal Schramm-Loewner evolution (SLE(2)) in the sense of curves parametrized by Minkowski content. In this note…

In this note, we show how to relate the Schramm-Loewner Evolution processes (SLE) to highest-weight representations of the Virasoro Algebra. The conformal restriction properties of SLE that have been recently studied in the paper…

This paper is the third chapter of three of the author's undergraduate thesis. In this paper, we study the convergence of local bulk statistics for linearized covariance matrices under Dyson's Brownian motion. We consider deterministic…

It is known that a backward Schramm--Loewner evolution (SLE) is coupled with a free boundary Gaussian free field (GFF) with boundary perturbation to give conformal welding of quantum surfaces. Motivated by a generalization of conformal…

In this paper we show the strong existence and the pathwise uniqueness of an infinite-dimensional Stochastic Differential Equation (SDE) corresponding to the bulk limit of Dyson's Brownian Motion (DBM), for all $\beta\geq 1$. Our…

We find optimal (up to constant) bounds for the following measures for the regularity of the Schramm-Loewner evolution (SLE): variation regularity, modulus of continuity, and law of the iterated logarithm. For the latter two we consider the…