Stochastic Komatu-Loewner evolutions and SLEs
Abstract
Let be a standard slit domain, where is the upper half plane and are mutually disjoint horizontal line segments in . A stochastic Komatu-Loewner evolution denoted by has been introduced in \cite{CF} as a family of random growing hulls with driven by a diffusion process on that is determined by certain continuous homogeneous functions and defined on the space of all labelled standard slit domains. We aim at identifying the distribution of a suitably reparametrized with that of the Loewner evolution on driven by the path of a certain continuous semimartingale and thereby relating the former to the distribution of when is a constant. We then prove that, when is a constant, up to some random hitting time and modulo a time change has the same distribution as under a suitable Girsanov transformation. We further show that a reparametrized has the same distribution as , where is the BMD-domain constant indicating the discrepancy of from relative to Brownian motion with darning (BMD in abbreviation). A key ingredient of the proof is a hitting time analysis for the absorbing Brownian motion on We also revisit and examine the locality property of in several canonical domains. Finally K-L equations and SKLEs for other canonical multiply connected planar domains than the standard slit one are recalled and examined.
Cite
@article{arxiv.1604.08276,
title = {Stochastic Komatu-Loewner evolutions and SLEs},
author = {Zhen-Qing Chen and Masatoshi Fukushima and Hiroyuki Suzuki},
journal= {arXiv preprint arXiv:1604.08276},
year = {2016}
}