Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 203 1 d Solution Created 2026-10-03 Updated 2026-10-05
The Loewner local growth property gives a continuous Loewner driving function, and we normalize . Mapping out an initial hull transforms the future driver to . The Conformal Markov property of SLE therefore gives stationary increments and independent increments.
Consequently is a continuous Lévy process. In the Lévy–Khintchine formula, continuity excludes its jump measure, so its only possible components are a deterministic linear drift and Brownian motion:Conformal invariance under dilations gives . Comparing the expectations of these Gaussian random variables yields for every , hence . The Brownian term already has the required law by Brownian scaling. Therefore the characterization of the SLE driving function isThe case is the constant zero driver. No reflection-symmetry assumption is needed to remove the drift; scaling suffices.