Related papers: SLE and alpha-SLE driven by Levy processes
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…
We give a new proof of the reversibility of the Schramm Loewner evolution for $\kappa \leq 4$. The main ideas used in the proof are similar to those used in the original proof of this result, given by Zhan.
We study deterministic Loewner evolutions on the complex plane driven by complex-valued functions. This model can be viewed as a generalization of real-driven Loewner evolutions in the upper half-plane, or as the deterministic analogue of…
The Schramm-Loewner evolution (SLE) describes the continuum limit of domain walls at phase transitions in two dimensional statistical systems. We consider here the SLEs in the self-dual Z(N) spin models at the critical point. For N=2 and…
We study SLE$_{\kappa}$ theory with elements of Quasi-Sure Stochastic Analysis through Aggregation. Specifically, we show how the latter can be used to construct the SLE$_{\kappa}$ traces quasi-surely (i.e. simultaneously for a family of…
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…
In our previous publications (IJTAF 2019, Math. Finance 2020), we introduced a general class of SINH-regular processes and demonstrated that efficient numerical methods for the evaluation of the Wiener-Hopf factors and various probability…
This review provides an introduction to two dimensional growth processes. Although it covers a variety processes such as diffusion limited aggregation, it is mostly devoted to a detailed presentation of stochastic Schramm-Loewner evolutions…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…
In the paper we study stochastic convolution appearing in Volterra equation driven by so called L\'evy process. By L\'evy process we mean a process with homogeneous independent increments, continuous in probability and cadlag.
Let $(L_t)_{t \geq 0}$ be a $k$-dimensional L\'evy process and $\sigma: \mathbb{R}^d \to \mathbb{R}^{d \times k}$ a continuous function such that the L\'evy-driven stochastic differential equation (SDE) $$dX_t = \sigma(X_{t-}) \, dL_t,…
The last couple of years has seen a remarkable number of new, explicit examples of the Wiener-Hopf factorization for Levy processes where previously there had been very few. We mention in particular the many cases of spectrally negative…
In this article, we give an explicit relationship of SLE partition functions with Coulomb gas formalism of conformal field theory. We first construct a family of SLE$(\kappa)$ partition functions as Coulomb gas integrals and derive their…
One way to uniquely define Schramm-Loewner Evolution (SLE) in multiply connected domains is to use the restriction property. This gives an implicit definition of a $\sigma$-finite measure on curves; yet it is in general not clear how to…
We apply the method of correlation functions to the coefficient problem in stochastic geometry. In particular, we give a proof for some universal patterns conjectured by M. Zinsmeister for the second moments of the Taylor coefficients for…
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…
Loewner hulls are determined by their real-valued driving functions. We study the geometric effect on the Loewner hulls when the driving function is composed with a random time change, such as the inverse of an $\alpha$-stable subordinator.…
We study stochastic tree fluid networks driven by a multidimensional Levy process. We are interested in (the joint distribution of) the steady-state content in each of the buffers, the busy periods, and the idle periods. To investigate…
Numerical studies of fractal curves in the plane often focus on subtle geometrical properties such as their left passage probability. Schramm-Loewner evolution (SLE) is a mathematical framework which makes explicit predictions for such…
We consider stochastic differential equations (SDEs) driven by Feller processes which are themselves solutions of multivariate Levy driven SDEs. The solutions of these 'iterated SDEs' are shown to be non-Markovian. However, the process…