Skip to main content
Log in

Schramm–Loewner Equations Driven by Symmetric Stable Processes

  • Published:
Communications in Mathematical Physics Aims and scope Submit manuscript

Abstract

We consider shape, size and regularity of the hulls K t of the chordal Schramm–Loewner evolution driven by a symmetric α-stable process. We obtain derivative estimates, show that the domains \({\mathbb{H}{\setminus}K_{t}}\) are Hölder domains, prove that K t has Hausdorff dimension 1, and show that the trace is right-continuous with left limits almost surely.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bass R.F., Chen Z.-Q.: Systems of equations driven by stable processes. Probab. Theory Relat. Fields 134, 175–214 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  2. Bertilsson, D.: On Brennan’s conjecture in conformal mapping, Ph.D. thesis, Stockholm, 1999

  3. Bertoin, J.: Lévy Processes. Cambridge: Cambridge Univ. Press, 1996

    MATH  Google Scholar 

  4. Chen Z.-Q., Kumagai T.: Heat kernel estimates for stable-like processes on d-sets. Stochastic Process Appl. 108, 27–62 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  5. Chen Z.-Q., Song R.: Martin boundary and integral representation for harmonic functions of symmetric stable processes. J. Funct. Anal. 159, 267–294 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  6. Chung, K.L.: A Course in Probability Theory. Third Edition, London-New York: Academic Press, 2001

    Google Scholar 

  7. Engelbert, H.-J., Kurenok, V.P.: On one-dimensional stochastic equations driven by symmetric stable processes. In: Stochastic Processes and Related Topics (Siegmundsburg, 2000). Stochastics Monogr. 12, London: Taylor & Francis, 2002, pp. 81–109

  8. Guan Q.-Y., Winkel M.: SLE and α-SLE driven by Lévy processes. Ann. Probab. 36(4), 1221–1266 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  9. Guan, Q.-Y.: Cadlag curves of SLE driven by Levy processes.http://arXiv.org/abs/0705.2321v1[math.PR], 2007

  10. He, S.W., Wang, J.G., Yan, J.A.: Semimartingale Theory and Stochastic Calculus. Beijing-New York: Science Press, 1992

    MATH  Google Scholar 

  11. Landkof, N.S.: Foundations of Modern Potential Theory. Berlin-Heidelberg-New York: Springer-Verlag, 1972

    MATH  Google Scholar 

  12. Lawler, G.F.: Conformally Invariant Processes in the Plane. Providence, RI: Amer. Math. Soc. 2005

  13. Lawler, G.F.: Conformally Invariant Processes in the Plane. Providence, RI: Amer. Math. Soc. 2005

    MATH  Google Scholar 

  14. Rushkin, I., Oikonomou, P., Kadanoff, L.P., Gruzberg, I.A.: Stochastic Loewner evolution driven by Lévy processes. J. Stat. Mech. P01001 (2006)

  15. Rosiński J., Woyczyński W.A.: On Ito stochastic integration with respect to p-stable motion: inner clock, integrability of sample paths, double and multiple integrals. Ann. Probab. 14, 271–286 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  16. Pragrauskas H., Zanzotto P.A.: On one-dimensional stochastic differential equations deiven by stable processes. Lithuanian Math. J. 40, 277–295 (2000)

    Article  Google Scholar 

  17. Rohde S., Schramm O.: Basic properties of SLE. Ann. Math. 161, 879–920 (2005)

    Article  MathSciNet  Google Scholar 

  18. Schramm, O.: Conformally invariant scaling limits: an overview and a collection of problems. In: Proceedings of ICM Madrid 2006, vol. 1, Zürich: European Math. Soc., 2007, pp. 513–543

  19. Warschawski S.: On the Degree of Variation in Conformal Mapping of Variable Regions. Trans. Ameri. Math. Soc. 69, 335–356 (1950)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Zhen-Qing Chen.

Additional information

Communicated by M. Aizenman

Research supported in part by NSF Grant DMS-0600206.

Research supported in part by NSF Grants DMS-0501726 and DMS-0244408.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chen, ZQ., Rohde, S. Schramm–Loewner Equations Driven by Symmetric Stable Processes. Commun. Math. Phys. 285, 799–824 (2009). https://doi.org/10.1007/s00220-008-0674-3

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00220-008-0674-3

Keywords

Navigation