Related papers: Girsanov's transformation for SLE(kappa,rho) proce…
It is known that Schramm-Loewner Evolutions (SLEs) have a.s. frontier points if $\kappa>4$ and a.s. cutpoints if $4<\kappa<8$. If $\kappa>4$, an appropriate version of $\SLE(\kappa)$ has a renewal property: it starts afresh after visiting…
Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…
Linear skew-product semidynamical systems generated by random systems of delay differential equations are considered, both on a space of continuous functions as~well as on a space of $p$-summable functions. The main result states that in…
This paper determines values of intersection exponents between packs of planar Brownian motions in the half-plane and in the plane that were not derived in our first two papers. For instance, it is proven that the exponent $\xi (3,3)$…
We define the Schramm-Loewner evolution (SLE) in multiply connected domains for kappa \leq 4 using the Brownian loop measure. We show that in the case of the annulus, this is the same measure obtained recently by Dapeng Zhan. We use the…
We derive boundary arm exponents for SLE. Combining with the convergence of critical lattice models to SLE, these exponents would give the alternating half-plane arm exponents for the corresponding lattice models.
This paper gives an accessible (but still technical) self-contained proof to the fact that the intersection probabilities for planar Brownian motion are given in terms of the intersection exponents, up to a bounded multiplicative error, and…
Questions regarding the continuity in $\kappa$ of the $SLE_{\kappa}$ traces and maps appear very naturally in the study of SLE. In order to study the first question, we consider a natural coupling of SLE traces: for different values of…
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.…
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…
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…
In the mating-of-trees approach to Schramm-Loewner evolution (SLE) and Liouville quantum gravity (LQG), it is natural to consider two pairs of correlated Brownian motions coupled together. This arises in the scaling limit of…
SLE is a random growth process based on Loewner's equation with driving parameter a one-dimensional Brownian motion running with speed $\kappa$. This process is intimately connected with scaling limits of percolation clusters and with the…
Given a simply connected planar domain D, distinct points x,y \in \partial D, and \kappa >0, the Schramm-Loewner evolution SLE_\kappa is a random continuous non-self-crossing path in the closure of D from x to y. The…
This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian…
This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the limiting extreme order statistics: a branching…
We show how a description of Brownian exponential functionals as a renewal series gives access to the law of the hitting time of a square-root boundary by a Bessel process. This extends classical results by Breiman and Shepp, concerning…
In the recent paper \cite{Ng5} we have introduced a method of studying the multi-dimensional Kingman convolutions and their associated stochastic processes by embedding them into some multi-dimensional ordinary convolutions which allows to…
We introduce and compute the generalized disconnection exponents $\eta_\kappa(\beta)$ which depend on $\kappa\in(0,4]$ and another real parameter $\beta$, extending the Brownian disconnection exponents (corresponding to $\kappa=8/3$)…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…