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Domain Markov property of a chordal Loewner chain

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Stochastic process Schramm–Loewner evolution Loewner chain
2026-10-06  0 By others on same topic  0 Discussions Create my own version
Conditionally on the entire past up to t, the future domains mapped and centered by gt​−Ut​ have the original chain law and are independent of that past. For Schramm–Loewner evolution this follows from independent stationary Brownian motion increments and the composition rule for chordal Loewner driving functions. The Strong Markov property gives the version at almost surely finite stopping times.

 Ancestors (8)

  1. Loewner chain
  2. Schramm–Loewner evolution
  3. Stochastic process
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 29 / 1 / Solution
  • Scale-and-domain-Markov characterization of SLE

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