Skip to main content
Log in

Löwner evolution driven by a stochastic boundary point

  • Published:
Analysis and Mathematical Physics Aims and scope Submit manuscript

Abstract

We consider evolution in the unit disk in which the sample paths are represented by the trajectories of points evolving randomly under the generalized Loewner equation. The driving mechanism differs from the SLE evolution, but nevertheless solutions possess similar invariance properties.

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. Abate M., Bracci F., Contreras M.D., Díaz-Madrigal S.: The evolution of Loewner’s differential equations. Eur. Math. Soc. Newsl. 78, 31–38 (2010)

    MATH  Google Scholar 

  2. Applebaum, D.: Lévy processes and stochastic calculus. Cambridge Studies in Advanced Mathematics, vol. 93. Cambridge University Press, Cambridge (2004)

  3. Bauer M., Bernard D.: Conformal field theories of stochastic Loewner evolutions. Commun. Math. Phys 239(3), 493–521 (2003) MR2000927 (2004h:81216)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bieberbach, L.: Über die Koeffizienten derjenigen Potenzreihen, welche eine schlichte Abbildung des Einheitskreises vermitteln. S.-B. Preuss. Akad. Wiss., 940–955 (1916)

  5. Bracci, F., Contreras, M.D., Diaz-Madrigal, S.: Evolution families and the Loewner equation I: the unit disc. J. Reine Angew. Math. (2008, to appear)

  6. Carverhill A.: Flows of stochastic dynamical systems: ergodic theory. Stochastics 14(4), 273–317 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  7. Carverhill, A.P., Chappell, M.J., Elworthy, K.D.: Characteristic exponents for stochastic flows. Stochastic Processes—Mathematics and Physics (Bielefeld, 1984). Lecture Notes in Mathematics, vol. 1158, pp. 52–80. Springer, Berlin (1986)

  8. Contreras M.D., Díaz-Madrigal S., Gumenyuk P.: Loewner chains in the unit disk. Rev. Mat. Iberoam. 26(3), 975–1012 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  9. de Branges L.: A proof of the Bieberbach conjecture. Acta Math. 154(1–2), 137–152 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  10. Dynkin, E.B.: Markov processes. vol. I. Die Grundlehren der Mathematischen Wissenschaften, vol. 121. Academic Press, New York (1965)

  11. Elin, M., Shoikhet, D.: Linearization models for complex dynamical systems. Topics in univalent functions, functional equations and semigroup theory. Linear Operators and Linear Systems. Operator Theory: Advances and Applications, vol. 208. Birkhäuser Verlag, Basel (2010)

  12. Friedrich R., Werner W.: Conformal restriction, highest-weight representations and SLE. Commun. Math. Phys. 243(1), 105–122 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  13. Kufarev P.P.: On one-parameter families of analytic functions. Rec. Math. [Mat. Sbornik] NS 13(55), 87–118 (1943)

    Google Scholar 

  14. Lawler G.F., Schramm O., Werner W.: Values of Brownian intersection exponents. I. Half-plane exponents. Acta Math. 187(2), 237–273 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  15. Lawler G.F., Schramm O., Werner W.: Values of Brownian intersection exponents. II. Plane exponents. Acta Math. 187(2), 275–308 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  16. Löwner K.: Untersuchungen über schlichte konforme Abbildungen des Einheitskreises. I. Math. Ann. 89(1–2), 103–121 (1923)

    Article  MathSciNet  MATH  Google Scholar 

  17. Mumford, D.: Pattern theory: the mathematics of perception. Proceedings of the International Congress of Mathematicians, vol. I, pp. 401–422 (Beijing, 2002). Higher Ed. Press (2002)

  18. Øksendal, B.: Stochastic Differential Equations, 6th edn. An Introduction with Applications. Universitext. Springer, Berlin (2003)

  19. Pommerenke C.: Über die Subordination analytischer Funktionen. J. Reine Angew. Math. 218, 159–173 (1965)

    Article  MathSciNet  MATH  Google Scholar 

  20. Pommerenke, C.: Univalent functions. Vandenhoeck & Ruprecht, Göttingen, 1975. With a chapter on quadratic differentials by Gerd Jensen. Studia Mathematica/Mathematische Lehrbücher, Band XXV

  21. Rogers, L.C.G., Williams, D.: Diffusions, Markov Processes, and Martingales, vol. 2. Cambridge Mathematical Library. Itô Calculus. Cambridge University Press, Cambridge (2000). Reprint of the 2nd edition (1994)

  22. Schramm O.: Scaling limits of loop-erased random walks and uniform spanning trees. Isr. J. Math. 118, 221–288 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  23. Sharon E., Mumford D.: 2D-shape analysis using conformal mapping. Int. J. Comput. Vis. 70(1), 55–75 (2006)

    Article  Google Scholar 

  24. Shoikhet, D.: Semigroups in Geometrical Function Theory. Kluwer, Dordrecht (2001)

  25. Siegert, W.: Local Lyapunov exponents. Sublimiting growth rates of linear random differential equations. Lecture Notes in Mathematics, vol. 1963. Springer, Berlin (2009)

  26. Smirnov, S.: Conformal invariance in random cluster models. I. Holomorphic fermions in the Ising model. Ann. Math. (2) 172(2), 1435–1467 (2010)

    MATH  Google Scholar 

  27. Soong, T.T.: Random Differential Equations in Science and Engineering. Mathematics in Science and Engineering, vol. 103. Academic Press [Harcourt Brace Jovanovich Publishers], New York (1973)

  28. Ubøe J.: Conformal martingales and analytic functions. Math. Scand. 60(2), 292–309 (1987)

    MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Georgy Ivanov.

Additional information

The authors have been supported by the grant of the Norwegian Research Council #204726/V30, by the Nord Forsk network ‘Analysis and Applications’, grant #080151, by the European Science Foundation Research Networking Programme HCAA, and by Meltzerfondet (University of Bergen). This work was completed while the authors were visiting Mittag-Leffler institute, Sweden in the Fall 2011.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ivanov, G., Vasil’ev, A. Löwner evolution driven by a stochastic boundary point. Anal.Math.Phys. 1, 387–412 (2011). https://doi.org/10.1007/s13324-011-0019-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s13324-011-0019-9

Keywords

Mathematics Subject Classification (2010)

Navigation