Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows (Q1887187)

The authors construct a canonical Brownian motion on the space of univalent functions on the unit disc \(\mathcal U^{\infty}\). The starting point is the canonical Brownian motion on Diff\((S^{1})\), the group of diffeomorphisms of the circle \(S^1\). To extend the stochastic flow on the circle to the disc the method of Beurling and Ahlfors to extend vector fields from the circle to disc is applied. Thus one obtains random vector fields on the disc whose covariances are estimated. The corresponding stochastic flow on the disc, formally defined by a Stratonivich stochastic differential equation, is shown to be a solution of an equivalent Itô equation. With a solution of a Beltrami equation and a smooth welding theorem the authors construct from the stochastic flow on the disc a univalent function on the disc and a stochastic welding theorem gives under additional assumptions a univalent function on the complement of the disc. Passing from univalent functions on the closure of the disc to Jordan curves, eventually a Markov process with values in the set of Jordan curves is obtained.