On the existence of SLE trace: finite energy drivers and non-constant

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Publication:682803

DOI10.1007/S00440-016-0731-3zbMATH Open1407.60113arXiv1511.02670OpenAlexW2281450837MaRDI QIDQ682803FDOQ682803

Peter Friz, Atul Shekhar

Publication date: 5 February 2018

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: Existence of Loewner trace is revisited. We identify finite energy paths (the "skeleton of Wiener measure") as natural class of regular drivers for which we find simple and natural estimates in terms of their (Cameron--Martin) norm. Secondly, now dealing with potentially rough drivers, a representation of the derivative of the (inverse of the) Loewner flow is given in terms of a rough- and then pathwise F"ollmer integral. Assuming the driver within a class of It^o-processes, an exponential martingale argument implies existence of trace. In contrast to classical (exact) SLE computations, our arguments are well adapted to perturbations, such as non-constant kappa (assuming <2 for technical reasons) and additional finite-energy drift terms.


Full work available at URL: https://arxiv.org/abs/1511.02670





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