Related papers: SLE and alpha-SLE driven by Levy processes
SLE_k stochastic processes describe growth of random curves which, in some cases, may be identified with boundaries of two dimensional critical percolating clusters. By generalizing SLE_k growths to formal Markov processes on the central…
It is known that a backward Schramm--Loewner evolution (SLE) is coupled with a free boundary Gaussian free field (GFF) with boundary perturbation to give conformal welding of quantum surfaces. Motivated by a generalization of conformal…
The Schramm-Loewner evolution (SLE) can be simulated by dividing the time interval into N subintervals and approximating the random conformal map of the SLE by the composition of N random, but relatively simple, conformal maps. In the usual…
We study a one-dimensional stochastic differential equation driven by a stable L\'evy process of order $\alpha$ with drift and diffusion coefficients $b,\sigma$. When $\alpha\in (1,2)$, we investigate pathwise uniqueness for this equation.…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…
The Schramm-Loewner evolution (SLE) is a powerful tool to describe fractal interfaces in 2D critical statistical systems. Yet the application of SLE is well established for statistical systems described by quantum field theories satisfying…
We construct an aggregation process of chordal SLE(\kappa) excursions in the unit disk, starting from the boundary, growing towards all inner points simultaneously, invariant under all conformal self-maps of the disk. We prove that this…
We derive some geometric properties of chordal SLE$(\kappa;\vec{\rho})$ processes. Using these results and the method of coupling two SLE processes, we prove that the outer boundary of the final hull of a chordal SLE$(\kappa;\vec{\rho})$…
We study the scaling limit of planar loop erased random walk (LERW) on the percolation cluster, with occupation probability $p\geq p_c$. We numerically demonstrate that the scaling limit of planar LERW$_p$ curves, for all $p>p_c$, can be…
These lecture notes on 2D growth processes are divided in two parts. The first part is a non-technical introduction to stochastic Loewner evolutions (SLEs). Their relationship with 2D critical interfaces is illustrated using numerical…
This article provides an introduction to Schramm(stochastic)-Loewner evolution (SLE) and to its connection with conformal field theory, from the point of view of its application to two-dimensional critical behaviour. The emphasis is on the…
Suppose that $\eta$ is a Schramm-Loewner evolution (SLE$_\kappa$) in a smoothly bounded simply connected domain $D \subset {\mathbb C}$ and that $\phi$ is a conformal map from ${\mathbb D}$ to a connected component of $D \setminus…
A new approach to solve the continuous-time stochastic inventory problem using the fluctuation theory of Levy processes is developed. This approach involves the recent developments of the scale function that is capable of expressing many…
Suppose that $\eta$ is a whole-plane space-filling SLE$_\kappa$ for $\kappa \in (4,8)$ from $\infty$ to $\infty$ parameterized by Lebesgue measure and normalized so that $\eta(0) = 0$. For each $T > 0$ and $\kappa \in (4,8)$ we let…
The class of multivariate L\'{e}vy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of continuous-time state space models.…
Stable distributions are a celebrated class of probability laws used in various fields. The $\alpha$-stable process, and its exponentially tempered counterpart, the Classical Tempered Stable (CTS) process, are also prominent examples of…
The peanosphere (or "mating of trees") construction of Duplantier, Miller, and Sheffield encodes certain types of $\gamma$-Liouville quantum gravity (LQG) surfaces ($\gamma \in (0,2)$) decorated with an independent SLE$_{\kappa}$ ($\kappa =…
We consider the Schramm-Loewner evolution (SLE$_\kappa$) for $\kappa \in (4,8)$, which is the regime where the curve is self-intersecting but not space-filling. We show that there exists $\delta_0>0$ such that for $\kappa \in (8 -…
We relate the formulas giving Brownian (and other) intersection exponents to the absolute continuity relations between Bessel process of different dimensions, via the two-parameter family of Schramm-Loewner Evolution processes…