Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2012/iii/paper-35/1/c/i/solution

For , define . Differentiating the Chordal Loewner equation gives
Brownian scaling makes have the original driver law. The corresponding hull is , so
The time scaling applies to the whole coupled hull process. In particular, the joint law of swallowing times satisfies .
Thus . A pair is determined up to dilation by : dilating by turns it into . Define . Then

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