EconPapers    
Economics at your fingertips  
 

On the GFF with one free boundary condition

Yong Han, Yuefei Wang and Zipeng Wang

Statistics & Probability Letters, 2023, vol. 193, issue C

Abstract: In this note, we shall obtain an explicit formula on the probability of the level line of the Gaussian Free Field (GFF) with mixed boundary condition terminating at the free boundary, which generalizes the results of GFF with Dirichlet boundary condition. Our proof of the main result relies on both the martingale methods, and finding out the explicit form of the solution of the partial differential equation derived from the Ito’s calculus with extra efforts.

Keywords: SLEκ; Level line of GFF; Mixed boundary conditions (search for similar items in EconPapers)
Date: 2023
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715222002127
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002127

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2022.109699

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002127