Decomposition of Schramm-Loewner evolution along its curve

DOI10.1016/J.SPA.2018.02.010zbMATH Open1403.60071arXiv1509.05015OpenAlexW2963970729WikidataQ130059920 ScholiaQ130059920MaRDI QIDQ1756958FDOQ1756958

Authors: Xianqiang Yang 

Publication date: 28 December 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We show that, for $kappain(0,8)$, the integral of the laws of two-sided radial SLE${}_{k}appa$ curves through different interior points against a measure with SLE${}_{k}appa$ Green function density is the law of a chordal SLE${}_{k}appa$ curve, biased by the path's natural length. We also show that, for $kappa>0$, the integral of the laws of extended SLE${}_{k}appa(-8)$ curves through different interior points against a measure with a closed formula density restricted in a bounded set is the law of a chordal SLE${}_{k}appa$ curve, biased by the path's capacity length restricted in that set. Another result is that, for $kappain(4,8)$, if one integrates the laws of two-sided chordal SLE${}_{k}appa$ curves through different force points on $mathbbR$ against a measure with density on $mathbbR$, then one also gets a law that is absolutely continuous w.r.t. that of a chordal SLE${}_{k}appa$ curve. To obtain these results, we develop a framework to study stochastic processes with random lifetime, and improve the traditional Girsanov's Theorem.

Full work available at URL: https://arxiv.org/abs/1509.05015

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zbMATH Keywords

Doob-Meyer decompositionGirsanov's theoremSLE

Mathematics Subject Classification ID

Stochastic (Schramm-)Loewner evolution (SLE) (60J67)

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Cited In (8)

• Two-curve Green's function for 2-SLE: the interior case
• Optimal Hölder continuity and dimension properties for SLE with Minkowski content parametrization
• Two-curve Green's function for 2-SLE: the boundary case
• Decomposition of backward SLE in the capacity parametrization
• Law of the SLE tip
• Coastlines violate the Schramm-Loewner evolution
• SLE loop measures
• Time-reversal of multiple-force-point \(\mathrm{SLE}_{\kappa}(\underline{\rho})\) with all force points lying on the same side

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