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Use the half-plane-capacity parameterization in which $g_t(z)=z+2t/z+O(z^{-2})$ at infinity. The Chordal Loewner equation isIt holds up to the Loewner swallowing time of $z$. Although $\beta$ is nowhere differentiable, it is continuous: the equation for $g$ is an ordinary integral equation with a continuous time-dependent coefficient away from its pole.

For $x\in \mathbb{R}\setminus \{0\}$, the same real-valued equation has a unique solution until $g_t(x)-W_t$ first reaches zero. Its solution agrees with the boundary value of the conformal map from the unswallowed side. One can also obtain it by Schwarz reflection across an unswallowed real interval. Thusis the boundary-point swallowing time for a Loewner chain; it can be infinite. The collision definition agrees with membership in the closed hull. The initial point has $T(0)=0$. Swallowing a real point is not the same as visiting it: a curve can cut off an entire real interval in one step.

At criticality, percolation clusters occur on every scale. Count their filled outer perimeters, discard microscopic loops through a diameter cutoff, and then pass to a scaling limit. The cutoff gives a locally finite measure on loops of macroscopic size inside a bounded region; summing over scales gives a sigma-finite measure rather than a probability distribution.

The conformal invariance of planar percolation makes these limiting perimeter statistics covariant under conformal maps. Moreover, deciding whether a filled outer perimeter lies in a simply connected subdomain uses only the configuration it encloses: changing the configuration outside that subdomain does not change that perimeter. This is the restriction part of the argument. Conformal covariance together with this domain consistency motivates a nonzero conformal restriction measure on simple loops.

This is an informal construction principle, as requested; it does not replace the tightness, boundary-simplification and uniqueness theorems required to construct the continuum measure rigorously.

The inner circle has centre $2/5$ and radius $2/5$. The pole $z=1/2$ of the Möbius transformation lies inside that removed disc, so the transformation is holomorphic on $D$, with derivative $3/(2z-1{)}^2\ne 0$.

For $z=x+iy$,On the outer boundary this is one. On the inner boundary, $|z{|}^2=4x/5$, and the ratio is four. More directly, inside the outer circle the numerator exceeds the denominator by $3(1-|z{|}^2)>0$, whereas outside the inner circle four times the denominator exceeds the numerator by $3(5|z{|}^2-4x)>0$. Thus the image is $1<|w|<2$. The inverse transformation is $z=(w-2)/(2w-1)$, so this is a bijective conformal map onto that annulus.

A radial harmonic function on an annulus has form $A+B\log |w|$. The two boundary values give $A=1$, $B=1/\log 2$. By conformal invariance of harmonicity,It has the required boundary values, and the maximum principle for harmonic functions proves uniqueness among solutions continuous on the closed region.

A compact H-hull is a bounded relatively closed subset $K$ of the complex upper half-plane such that $\mathbb{H}\setminus K$ is a simply connected domain. This does not require its closure to be connected. Its mapping-out function is the unique conformal map $g_K:\mathbb{H}\setminus K\to \mathbb{H}$ with hydrodynamic normalization at infinity,The half-plane capacity isThe coefficient is zero exactly for the empty hull.

In terms of the least radius of a real-centred enclosing half-disc, the sharp displacement bound for a compact H-hull, also called the continuity estimate, isThe differentiability estimate for a mapping-out function is a uniform small-hull expansion: there is an absolute constant $C$ such that if $K\subset \{z:|z-\xi |\le r\}$ with $\xi \in \mathbb{R}$, thenThese are statements of the two requested estimates. The second is not merely a bound for $g_K^{\prime }$: it controls the first-order change of a mapping-out function when a small hull is removed.

Let the regular curves be $z_j(t)$ with $z_j(0)=z_0$ and nonzero tangent vectors $a_j=z_j^{\prime }(0)$. By the chain rule, their transformed tangents are $f^{\prime }(z_0)a_j$. Multiplication by the nonzero complex number $f^{\prime }(z_0)=\rho e^{i\alpha }$ scales both tangent lengths by $\rho$ and rotates both directions by $\alpha$. In particular,Thus the oriented angle, and hence the ordinary angle, is unchanged. This proves that the holomorphic function is a local conformal map at $z_0$; the nonzero derivative prevents a degenerate tangent.

A suitable conformal inversion of a quadrant isIf $z=r{e}^{i\theta }$ with $0<r<1$ and $\pi /2<\theta <\pi$, then $f(z)=r^{-1}{e}^{i(\pi -\theta )}$ has modulus greater than one and argument strictly between zero and $\pi /2$. The inverse is again $z=-1/w$, so every point of the desired exterior quadrant is attained uniquely. The origin is outside the open source region, and $f^{\prime }(z)=1/z^2\ne 0$ there.

A compact H-hull is a bounded set $K\subset \mathbb{H}$ that is closed relative to the complex upper half-plane and whose complement $D=\mathbb{H}\setminus K$ is a simply connected domain. Its Euclidean closure is compact in $\overline{\mathbb{H}}$; “compact” here does not require separation from the real axis. One may equivalently describe the closed hull in $\overline{\mathbb{H}}$, with its real-boundary convention understood. Its mapping-out function is the unique conformal map to $\mathbb{H}$ with hydrodynamic normalization at infinity.

Use the capacity convention $\mathrm{hcap}(K_t)=2t$. A chordal Schramm–Loewner evolution from $0$ to infinity is the hull family of the Chordal Loewner equationwhere $W$ is a real standard Brownian motion and $\kappa \ge 0$. The points with interior-point swallowing time for a Loewner chain at most $t$ constitute $K_t$. For each $t$, $g_t$ maps $\mathbb{H}\setminus K_t$ conformally onto $\mathbb{H}$ and has expansion $g_t(z)=z+2t/z+O(z^{-2})$. The case $\kappa =0$ is the deterministic vertical-slit chain.

First identify the relevant transformed Loewner driving functions directly. For $\lambda >0$, defineDifferentiation gives ${\partial }_t{\tilde{g}}_t=2/({\tilde{g}}_t-{\lambda }^{-1}{U}_{{\lambda }^{2}t})$. Its initial value is $z$, its domain is $\mathbb{H}\setminus {\lambda }^{-1}{K}_{{\lambda }^{2}t}$, and its expansion is $z+2t/z+O(z^{-2})$. Thus its driving function is ${\lambda }^{-1}{U}_{{\lambda }^{2}t}$, by uniqueness of the differential equation and of the hydrodynamically normalized map. Brownian scaling provesThis is capacity-parametrized scale invariance of a Loewner chain.

For a fixed time $t$, map the future remaining domains by $z\mapsto g_t(z)-U_t$. The corresponding hulls ${\hat{K}}_s$ are specified without any boundary-image ambiguity byTheir mapping-out functions areAt $s=0$ this is the identity. Differentiating at a point in its domain yieldsThe Laurent series is $z+2s/z+O(z^{-2})$. Hence the transformed Loewner driver is exactly $U_{t+s}-U_t$, with the original capacity clock unchanged. This proves the composition rule for chordal Loewner driving functions, rather than assuming an identification of transforms.

The Brownian motion increments after $t$ are independent of its past and have the original law. Since past hulls are measurable functions of the past Loewner driver, conditionally on the past, the centered mapped future is an independent copy of the original chain. This is the domain Markov property of a chordal Loewner chain. At an almost surely finite stopping time it follows likewise from the Strong Markov property.

For the converse, a precise class is essential: take capacity-parametrized Loewner chains generated by a continuous real Loewner driving function $U$, with $U_0=0$, and require the two displayed hull properties, including independence from the entire hull past in the domain Markov property. Within this class they characterize ${\mathrm{SLE}}_{\kappa }$, for some $\kappa \ge 0$.

To see why the hull assertions determine the Loewner driver assertions, the hull domains determine their normalized maps uniquely. For any surviving point,The left time derivative suffices for $t>0$, since $U$ is continuous. A sufficiently high point survives up to any given finite time, so points $in$, $n\in \mathbb{N}$, suffice to reconstruct the Loewner driver locally and measurably from the hull past. Thus the driving-function reconstruction for a chordal Loewner chain identifies the two past filtrations and makes the preceding scale and composition computations reversible.

The domain Markov property therefore gives stationary independent increments for $U$. Its continuity makes it a continuous Lévy process. Its classification gives $U_t=bt+\sqrt{\kappa }{W}_t$: in the Lévy–Khintchine formula continuity removes the jump measure, leaving characteristic function $\exp (t(ibu-\kappa u^2/2))$. Driver scaling would turn the drift $b$ into $\lambda b$, so invariance for every $\lambda$ forces $b=0$. The diffusion coefficient is unchanged. This proves the scale-and-domain-Markov characterization of SLE with its regularity and parametrization hypotheses stated explicitly.

Set $\beta =\pi /\alpha$ and use the branch $\varphi (z)=z^{\beta }$ with argument in $(-\alpha /2,\alpha /2)$. This is a conformal map from the wedge to the right half-plane, fixes the starting point $1$, and sends the outer circle of radius $r$ to that of radiusThe two wedge sides map to the imaginary axis.

By conformal invariance of planar Brownian motion, the image of the stopped path is planar Brownian motion after the increasing conformal Brownian clock $A(t)={\int }_0^t|{\varphi }^{\prime }(B_s){|}^{2}ds$. This clock does not change which boundary portion is reached first. Localization away from the vertex justifies the map even when its derivative is unbounded there; the vertex is a polar point for planar Brownian motion and has zero hitting probability from $1$.

Consequentlywhere the probability on the right is for the right half-plane. The power-map reduction for Brownian exit from a wedge also works at $\alpha =2\pi$, when the wedge is the plane slit along the negative real axis.

Substitute $R=r^{\pi /\alpha }$ from part (a) into part (c). The Brownian wedge-exit probability isIt tends to $1$ as $r\downarrow 1$, and is asymptotic to $(4/\pi )r^{-\pi /\alpha }$ as $r\to \infty$. The exponent reflects how the conformal map stretches wedge angles; wider wedges give slower decay.

Write $D=\mathbb{H}\setminus K$. The mapping-out function is a conformal map $g_K:D\to \mathbb{H}$ with hydrodynamic normalization at infinityEquivalently, $g_K(z)-z\to 0$. The Riemann mapping theorem gives a map onto the half-plane. Since $K$ is bounded, infinity has an analytic real-boundary neighborhood. After sending its image to infinity, the Schwarz reflection principle gives a Laurent series $az+b+O(z^{-1})$ there, with $a>0$ and $b$ real. A real affine automorphism removes $a$ and $b$, giving the stated normalization. Reflection also makes $a_K$ real.

If $g_1,g_2$ both have this normalization, $g_2{g}_1^{-1}$ is a conformal automorphism of the upper half-plane. Such maps are real Möbius transformations. The expansion forces it to fix infinity, have leading coefficient $1$, and have zero translation. It is therefore the identity. Thus the normalized mapping-out function exists and is unique.