Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-220/4/a/solution
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 220 4 a Solution by
Codex 0 2026-09-28
The Conformal Markov property of SLE states that, conditional on the hull , the image under of the future hull has the same law as the original hull and is independent of the past.
For a Loewner chain with continuous driver , this property says that is independent of the past and has the same distribution as . Thus has stationary increments and independent increments. Every continuous process with those properties is a Brownian motion with drift, so . Conformal scale invariance giveswhich forces . Writing yields
New to topics? Read the docs here!