Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-203/2/b/solution

Put and define
Then . Differentiating with the Chordal Loewner equation gives
Uniqueness for this ordinary differential equation shows that . At ,
which is the endpoint identity for the Reverse Loewner flow.
For , the pathwise identity is generally false. The left side is built from the reversed final driver segment , whereas the right side is built from the initial segment . By time reversal and symmetry of Brownian motion they have the same probability distribution, but they are not equal for the given Brownian path.

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