 Solution

A compact H-hull is a bounded relatively closed subset $K$ of $\mathbb{H}$ with simply connected complement, considered together with its compact closure in $\overline{\mathbb{H}}$. Its unique mapping-out function has hydrodynamic normalization at infinityThe nonnegative coefficient $a_K$ is its half-plane capacity. Thus the half-plane-capacity parameterization here gives $g_t(z)=z+2t/z+O(z^{-2})$. Strict increase means $K_s⊊K_t$ whenever $s<t$; the strictly increasing capacity already excludes equality.

The Loewner local growth property means that the new growth becomes small after removing the old compact H-hull. More precisely set $K_{t,t+h}=\overline{g_t(K_{t+h}\setminus K_t)}$, taking the closure from the complex upper half-plane. On each bounded time interval, the diameters of these image compact H-hulls tend uniformly to zero as $h\downarrow 0$. Equivalently the new growth can be separated from infinity by crosscuts of vanishing diameter in the mapped domain. It is this single-point local growth, together with capacity continuity, that gives a continuous real Loewner driver.

The Loewner transform ${\xi }_t$ is the limiting point at which this mapped growth occurs:The limit is independent of the chosen new-growth points. The Loewner correspondence theorem says that the resulting mapping-out functions satisfyConversely, given a continuous real $\xi$, solve this ordinary differential equation until the maximal lifetime $T_z$ of each $z\in \mathbb{H}$. The surviving set $H_t=\{z:T_z>t\}$ is mapped conformally onto $\mathbb{H}$ by $g_t$; its complement, with the appropriate boundary closure, is $K_t$. The Laurent coefficient is $2t$, and the composition law reconstructs the local growth. A continuous Loewner driver always determines the compact H-hulls; generation by a continuous Loewner trace is an additional property, not a conclusion for every continuous Loewner driver.

A chordal SLE Loewner trace in the complex upper half-plane with parameter $\kappa \ge 0$ is the continuous curve associated with the Loewner driver ${\xi }_t=\sqrt{\kappa }{B}_t$, where $B$ is standard real Brownian motion started at zero. It starts at zero, its compact H-hull at time $t$ is the curve's past with all pockets cut off from infinity filled, andThe capacity clock has $\mathrm{hcap}(K_t)=2t$. For $\kappa =0$ this gives the vertical slit $\gamma (t)=2i\sqrt{t}$.

To prove Scaling invariance of SLE, fix $r>0$ and putThe Laurent series of ${\hat{g}}_t$ has coefficient $2t$, and direct differentiation givesBrownian scaling says $(r^{-1}{B}_{r^{2}t}{)}_{t\ge 0}$ has the same law as $B$. The Loewner drivers therefore agree in law, and uniqueness of the Chordal Loewner equation gives equality in law of the maps, compact H-hulls, and continuous Loewner traces:This identifies the time change $t\mapsto r^{2}t$ as well as the spatial scaling.

For a simply connected Jordan domain $D$ with distinct marked boundary points, choose a conformal bijection $f:\mathbb{H}\to D$ taking zero to the initial point and infinity to the target, and use $f(\gamma )$ as an unparameterized curve. The Caratheodory boundary extension theorem supplies the boundary values of $f$. Any second such map is $f\circ (z\mapsto rz)$ for $r>0$, because the automorphisms of $\mathbb{H}$ fixing zero and infinity are positive dilations. The Scaling invariance of SLE just proved makes the two image laws identical, up to the corresponding deterministic change of capacity clock. Thus this defines SLE consistently in marked Jordan domains. The assumed $|\gamma (t)|\to \infty$ and the continuous boundary extension give $f(\gamma (t))\to f(\infty )$, the specified target. The law is conformally natural and does not impose a distinguished half-plane-capacity parameterization on an arbitrary domain.