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Related papers: SLE with Jumps and Conformal Null Vectors

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Stochastic Loewner evolutions (SLE) are random growth processes of sets, called hulls, embedded in the two dimensional upper half plane. We elaborate and develop a relation between SLE evolutions and conformal field theories (CFT) which is…

High Energy Physics - Theory · Physics 2008-11-26 Michel Bauer , Denis Bernard

It is discussed how stochastic evolutions may be linked to logarithmic conformal field theory. This introduces an extension of the stochastic Loewner evolutions. Based on the existence of a logarithmic null vector in an indecomposable…

Mathematical Physics · Physics 2011-02-16 Jorgen Rasmussen

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

The recently introduced SLE growth processes are based on conformal maps from an open and simply-connected subset of the upper half-plane to the half-plane itself. We generalize this by considering a hierarchy of stochastic evolutions…

Mathematical Physics · Physics 2014-11-18 Frederic Lesage , Jorgen Rasmussen

The aim of these notes is threefold. First, we discuss geometrical aspects of conformal covariance in stochastic Schramm-Loewner evolutions (SLEs). This leads us to introduce new ``dipolar'' SLEs, besides the known chordal, radial or…

Mathematical Physics · Physics 2007-05-23 Michel Bauer , Denis Bernard

Formal Loewner evolution is connected to conformal field theory. In this letter we introduce an extension of Loewner evolution, which consists of two coupled equations and connect the martingales of these equations to the null vectors of…

High Energy Physics - Theory · Physics 2009-11-10 S. Moghimi-Araghi , M. A. Rajabpour , S. Rouhani

We present a relation between conformal field theories (CFT) and radial stochastic Schramm-Loewner evolutions (SLE) similar to that we previously developed for the chordal SLEs. We construct an important local martingale using degenerate…

Mathematical Physics · Physics 2008-11-26 Michel Bauer , Denis Bernard

Schramm-Loewner evolution (SLE) is a random process that gives a useful description of fractal curves. After its introduction, many works concerning the connection between SLE and conformal field theory (CFT) have been carried out. In this…

Mathematical Physics · Physics 2019-06-26 Shinji Koshida

We present basic properties of Dipolar SLEs, a new version of stochastic Loewner evolutions (SLE) in which the critical interfaces end randomly on an interval of the boundary of a planar domain. We present a general argument explaining why…

Mathematical Physics · Physics 2011-02-16 M. Bauer , D. Bernard , J. Houdayer

We continue the study of null-vector equations in relation with partition functions of (systems of) Schramm-Loewner Evolutions (SLEs) by considering the question of fusion. Starting from $n$ commuting SLEs seeded at distinct points, the…

Probability · Mathematics 2015-06-18 Julien Dubédat

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

We present an implementation in conformal field theory (CFT) of local finite conformal transformations fixing a point. We give explicit constructions when the fixed point is either the origin or the point at infinity. Both cases involve the…

Mathematical Physics · Physics 2008-11-26 Michel Bauer , Denis Bernard

Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a…

Statistical Mechanics · Physics 2007-05-23 I. Rushkin , P. Oikonomou , L. P. Kadanoff , I. A. Gruzberg

We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) driven by additive pure-jump L\'evy noise. In particular, we assume that the L\'evy process driving the SDE is…

Probability · Mathematics 2012-08-15 Seiichiro Kusuoka , Carlo Marinelli

Conformally-invariant curves that appear at critical points in two-dimensional statistical mechanics systems, and their fractal geometry have received a lot of attention in recent years. On the one hand, Schramm has invented a new rigorous…

Mathematical Physics · Physics 2008-11-26 Ilya A. Gruzberg

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…

Mathematical Physics · Physics 2007-05-23 John Cardy

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…

Probability · Mathematics 2007-05-23 Roland Friedrich , Wendelin Werner

Pricing and hedging exotic options using local stochastic volatility models drew a serious attention within the last decade, and nowadays became almost a standard approach to this problem. In this paper we show how this framework could be…

Computational Finance · Quantitative Finance 2016-11-24 Andrey Itkin

Some stochastic evolutions of conformal maps can be described by SLE and may be linked to conformal field theory via stochastic differential equations and singular vectors in highest-weight modules of the Virasoro algebra. Here we discuss…

Mathematical Physics · Physics 2009-02-23 Jorgen Rasmussen

SLE(kappa; rho), a generalization of chordal Schramm-L\"owner evolution (SLE), is discussed from the point of view of statistical mechanics and conformal field theory (CFT). Certain ratios of CFT correlation functions are shown to be…

Mathematical Physics · Physics 2007-07-19 Kalle Kytölä
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