Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/iii/paper-203/4/d/solution
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 203 4 d Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
For the SLE driver , apply the Itô formula to . At a fixed spatial point, has finite variation locally in time by the derivative formula in part (c); there is no extra spatial martingale term. ConsequentlyThis exact cancellation is the target-change locality of SLE6. For a general parameter the transformed SLE driving function would have drift .
Define the increasing clock and its inverse byThe derivative is real and strictly positive before , so this is a valid continuous time change of a continuous process. The driver is a continuous local martingale with quadratic variation and initial value zero. The Dambis-Dubins-Schwarz theorem gives a standard Brownian motion such thatIf the terminal clock is finite, the Brownian motion may be extended beyond that stopping time; only its stopped part is used here. Reparameterizing the image maps givesThese are exactly the defining Chordal Loewner equation and half-plane-capacity parameterization for . The trace is . Hence the image curve is also ordinary chordal after this time change, up to the specified stopping time:
New to topics? Read the docs here!