English
Related papers

Related papers: Loewner traces driven by Levy processes

200 papers

We develop two novel couplings between general pure-jump L\'evy processes in $\R^d$ and apply them to obtain upper bounds on the rate of convergence in an appropriate Wasserstein distance on the path space for a wide class of L\'evy…

Probability · Mathematics 2025-06-19 Jorge González Cázares , David Kramer-Bang , Aleksandar Mijatović

We establish pointwise estimates expressed in terms of a nonlinear potential of a generalized Wolff type for $A$-superharmonic functions with nonlinear operator $A:\Omega\times\mathbb{R}^n\to\mathbb{R}^n$ having measurable dependence on the…

Analysis of PDEs · Mathematics 2020-06-26 Iwona Chlebicka , Flavia Giannetti , Anna Zatorska-Goldstein

We introduce and study the $\rho$-Loewner energy, a variant of the Loewner energy with a force point on the boundary of the domain. We prove a large deviation principle for SLE$_\kappa(\rho)$, as $\kappa \to 0+$ and $\rho>-2$ is fixed, with…

Complex Variables · Mathematics 2024-10-14 Ellen Krusell

Let $D={\mathbb H} \setminus \cup_{k=1}^N C_k$ be a standard slit domain, where ${\mathbb H}$ is the upper half plane and $C_k$, $1\leq k\leq N$, are mutually disjoint horizontal line segments in $H$. Given a Jordan arc $\gamma\subset D$…

Probability · Mathematics 2016-04-29 Zhen-Qing Chen , Masatoshi Fukushima

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

Probability · Mathematics 2012-11-30 Xicheng Zhang

In paper found conditions that guarantee that solution of Loewner-Kufarev equation maps unit disc onto domain with quasiconformal rectifiable boundary, or it has continuation on closed unit disc, or it's inverse function has continuation on…

Complex Variables · Mathematics 2007-06-01 Alexander Kuznetsov

We review two numerical methods related to the Schramm-Loewner evolution (SLE). The first simulates SLE itself. More generally, it finds the curve in the half-plane that results from the Loewner equation for a given driving function. The…

Mathematical Physics · Physics 2015-05-14 Tom Kennedy

In this note we consider a multi-slit Loewner equation with constant coefficients that describes the growth of multiple SLE curves connecting $N$ points on $\mathbb{R}$ to infinity within the upper half-plane. For every $N\in\mathbb{N}$,…

Complex Variables · Mathematics 2016-08-16 Andrea del Monaco , Ikkei Hotta , Sebastian Schleißinger

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

We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process…

Probability · Mathematics 2011-11-09 Brice Franke

L\'evy stable (jump-type) processes are examples of intrinsically nonlocal random motions. This property becomes a serious obstacle if one attempts to model conditions under which a particular L\'evy process may be subject to physically…

Mathematical Physics · Physics 2015-11-10 Piotr Garbaczewski , Mariusz Żaba

One of the most remarkable features of known nonstationary solutions to the incompressible Euler equations is the phenomenon known as the Taylor hypothesis, which predicts that coarse scale averages of the velocity carry the fine scale…

Analysis of PDEs · Mathematics 2022-08-15 Philip Isett

Markov processes are well understood in the case when they take place in the whole Euclidean space. However, the situation becomes much more complicated if a Markov process is restricted to a domain with a boundary, and then a satisfactory…

Analysis of PDEs · Mathematics 2017-05-01 Anthony Hill

Levy flights, characterized by the microscopic step index f, are for f<2 (the case of rare events) considered in short range and long range quenched random force fields with arbitrary vector character to first loop order in an expansion…

Statistical Mechanics · Physics 2009-10-31 Hans C. Fogedby

We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…

Probability · Mathematics 2013-09-16 Wlodek Bryc , Jacek Wesolowski

A careful look at rough path topology applied to Brownian motion reveals new possible properties of the well-known L\'evy area, in particular the presence of an intrinsic drift of this area. Using renormalization limit of Markov chains on…

Probability · Mathematics 2017-09-14 Olga Lopusanschi , Damien Simon

Among diversity of frameworks and constructions introduced in Loewner Theory by different authors, one can distinguish two closely related but still different ways of reasoning, which colloquially may be described as "increasing" and…

Complex Variables · Mathematics 2012-02-28 Manuel D. Contreras , Santiago Diaz-Madrigal , Pavel Gumenyuk

We define multiple-paths Schramm-Loewner evolution ($SLE_\kappa$) in multiply connected domains when $\kappa\leq 4$ and prove that in annuli, the partition function is smooth. Moreover, we give up-to-constant estimates for the partition…

Probability · Mathematics 2018-11-14 Mohammad Jahangoshahi , Gregory F. Lawler

We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…

Probability · Mathematics 2020-05-01 Xin Chen , Takashi Kumagai , Jian Wang

Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…

Analysis of PDEs · Mathematics 2026-02-24 Victor Armegioiu