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The Loewner equation provides a correspondence between continuous real-valued functions $\lambda_t$ and certain increasing families of half-plane hulls $K_t$. In this paper we study the deterministic relationship between specific analytic…
In this note, we prove a version of the conjectured duality of Schramm-Loewner Evolutions, by establishing exact identities in distribution between some boundary arcs of chordal $\SLE_\kappa$, $\kappa>4$, and appropriate versions of…
We discuss the possible set of operators from various boundary conformal field theories to build meaningful correlators that lead via a Loewner type procedure to generalisations of SLE($\kappa,\rho$). We also highlight the necessity of…
Schramm Loewner Evolutions (SLE) are random increasing hulls defined through the Loewner equation driven by Brownian motion. It is known that the increasing hulls are generated by continuous curves. When the driving process is of the form…
We study the meeting level between squared Bessel (BESQ) flow lines of different dimensions, and show that it gives rise to a jump Markov process. We apply these results to the skew Brownian flow introduced by Burdzy and Chen…
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$_{\kappa}$,…
Let $\gamma$ be the curve generating a Schramm--Loewner Evolution (SLE) process, with parameter $\kappa\geq0$. We prove that, with probability one, the Hausdorff dimension of $\gamma$ is equal to $\operatorname {Min}(2,1+\kappa/8)$.
We derive the Ward identities of Conformal Field Theory (CFT) within the framework of Schramm-Loewner Evolution (SLE) and some related processes. This result, inspired by the observation that particular events of SLE have the correct…
Similar to the associated Legendre functions, the differential equation for the associated Bessel functions $B_{l,m}(x)$ is introduced so that its form remains invariant under the transformation $l\rightarrow -l-1$. A Rodrigues formula for…
In this paper, with the help of a result by Matsumoto--Yor (2000), we prove a Girsanov-type formula for a class of anticipative transforms of Brownian motion which possesses exponential functionals as anticipating factors. Our result…
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…
The (fractional) Brownian sheet is a simplest example of a Gaussian random field X whose covariance is the tensor product of a finite number (d) of nonnegative correlation functions of self-similar Gaussian processes. Let Y be the…
Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…
Nowadays the Lyapunov exponents and Lyapunov dimension have become so widespread and common that they are often used without references to the rigorous definitions or pioneering works. It may lead to a confusion since there are at least two…
We consider the whole-plane Shramm-Loewner evolution. Using exact solutions of fundamental equations for moments of derivative of conformal mappings we determine its average integral means beta-spectrum.
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…
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…
In the context of Markov processes, both in discrete and continuous setting, we show a general relation between duality functions and symmetries of the generator. If the generator can be written in the form of a Hamiltonian of a quantum…
We compute the almost-sure Hausdorff dimension of the double points of chordal SLE_kappa for kappa > 4, confirming a prediction of Duplantier-Saleur (1989) for the contours of the FK model. We also compute the dimension of the cut points of…
It is shown how continuous products of random transformations constrained by a generic group structure can be studied by using Iwasawa's decomposition into ``angular'', ``diagonal'' and ``shear'' degrees of freedom. In the case of a…