Regularity of Schramm-Loewner evolutions, annular crossings, and rough path theory

DOI10.1214/EJP.V17-2331zbMATH Open1252.60084arXiv1107.3524OpenAlexW1971428172MaRDI QIDQ456236FDOQ456236

Authors: Brent M. Werness 

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: When studying stochastic processes, it is often fruitful to have an understanding of several different notions of regularity. One such notion is the optimal H"older exponent obtainable under reparametrization. In this paper, we show that the chordal SLE_kappa path in the unit disk for kappa less than or equal to 4 can be reparametrized to be H"older continuous of any order up to 1/(1+kappa/8). From this result, we obtain that the Young integral is well defined along such SLE paths with probability one, and hence that SLE admits a path-wise notion of integration. This allows for us to consider the expected signature of SLE, as defined in rough path theory, and to give a precise formula for its first three gradings. The main technical result required is a uniform bound on the probability that a SLE crosses an annulus k-distinct times.

Full work available at URL: https://arxiv.org/abs/1107.3524

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zbMATH Keywords

rough path theorysignatureYoung integralSchramm-Loewner evolutionsHölder regularity

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic (Schramm-)Loewner evolution (SLE) (60J67)

Cited In (15)

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• On the existence of SLE trace: finite energy drivers and non-constant \(\kappa \)
• Uniqueness of signature for simple curves
• Regularity of SLE in \((t,\kappa)\) and refined GRR estimates
• Double dimers, conformal loop ensembles and isomonodromic deformations
• ON THE REGULARITY OF SLE TRACE
• Optimal Hölder exponent for the SLE path
• Complex analysis and rough paths
• Singular paths spaces and applications
• Simple piecewise geodesic interpolation of simple and Jordan curves with applications
• An asymptotic radius of convergence for the Loewner equation and simulation of \(\mathrm{SLE}_{\kappa}\) traces via splitting
• A support theorem for SLE curves
• Lévy's area under conditioning
• Loewner chains and Hölder geometry
• Uniqueness of the welding problem for SLE and Liouville quantum gravity

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