Effect of random time changes on Loewner hulls
From MaRDI portal
Abstract: 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 -stable subordinator. In contrast to SLE, we show that for a large class of random time changes, the time-changed Brownian motion process does not generate a simple curve. Further we develop criteria which can be applied in many situations to determine whether the Loewner hull generated by a time-changed driving function is simple or non-simple. To aid our analysis of an example with a time-changed deterministic driving function, we prove a deterministic result that a driving function that moves faster than for generates a hull that leaves the real line tangentially.
Recommendations
- Random time change and related evolution equations. Time asymptotic behavior
- Structural properties of randomized times
- Random time changes and convergence in distribution under the Meyer-Zheng conditions
- Time changes for Lévy processes
- scientific article; zbMATH DE number 879749
- Time-localization of random distributions on Wiener space
- On time changes for Lévy processes
Cites work
- scientific article; zbMATH DE number 1808203 (Why is no real title available?)
- scientific article; zbMATH DE number 2164506 (Why is no real title available?)
- scientific article; zbMATH DE number 2172004 (Why is no real title available?)
- A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion
- Asymptotic properties of Brownian motion delayed by inverse subordinators
- Basic properties of SLE
- Bessel diffusions as a one-parameter family of diffusion processes
- Exact solutions for Loewner evolutions
- Fractional Cauchy problems on bounded domains
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Loewner deformations driven by the Weierstrass function
- Lévy Processes and Stochastic Calculus
- On tangential slit solution of the Loewner equation
- SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations
- SLE and \(\alpha \)-SLE driven by Lévy processes
- Sample functions behavior of increasing processes with stationary, independent increments
- Schramm-Loewner equations driven by symmetric stable processes
- Singular and tangent slit solutions to the Löwner equation
- Space-filling curves and phases of the Loewner equation
- Stochastic Loewner evolution driven by Lévy processes
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
- Stochastic models for fractional calculus
- Tempering stable processes
- Triangular array limits for continuous time random walks
Cited in
(3)
This page was built for publication: Effect of random time changes on Loewner hulls
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q783780)