Stochastic Komatu–Loewner evolutions and BMD domain constant

Zhen-Qing Chen and Masatoshi Fukushima

Stochastic Processes and their Applications, 2018, vol. 128, issue 2, 545-594

Abstract: For Komatu–Loewner equation on a standard slit domain, we randomize the Jordan arc in a manner similar to that of Schramm (2000) to find the SDEs satisfied by the induced motion ξ(t) on ∂H and the slit motion s(t). The diffusion coefficient α and drift coefficient b of such SDEs are homogeneous functions.

Keywords: Stochastic Komatu–Loewner evolution; Brownian motion with darning; Komatu–Loewner equation for slits; SDE with homogeneous coefficients; Generalized Komatu–Loewner equation for image hulls; BMD domain constant; Locality property (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spa.2017.05.007

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