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After the fixed time $s$, the mapping-out function of the uncentered mapped future isIts expansion is ${\bar{g}}_t(z)=z+2t/z+O(z^{-2})$, so the elapsed time $t$ is still the half-plane-capacity parameterization. Differentiating in $t$ yieldsTherefore the Loewner transform of ${\bar{\gamma }}_t=g_s({\gamma }_{s+t})$ is ${\xi }_{s+t}$, with starting point ${\xi }_s$.

Centering gives ${\tilde{g}}_t(w)={\bar{g}}_t(w+{\xi }_s)-{\xi }_s$, whose driver is ${\tilde{\xi }}_t={\xi }_{s+t}-{\xi }_s$. By independent stationary Brownian increments, $(B_{s+t}-B_s{)}_{t\ge 0}$ is a standard Brownian motion independent of the past through time $s$. HenceThis proves the domain Markov property of a chordal Loewner chain from the composition rule for chordal Loewner driving functions. For possible contacts with the old hull, the mapped trace is understood through the continuous boundary extension or prime ends; on the open half-plane the displayed maps are ordinary conformal maps. The PDF asks first for the driver of the uncentered curve $\bar{\gamma }$; the centered driver is included as well.

Put $X_t=g_t(x)-W_t$, $Y_t=g_t(y)-W_t$ and $D_t=Y_t-X_t$. Before $T(x)$, order preservation gives $0<X_t<Y_t$ and $D_t>0$. The common noise cancels from their difference:Since $D$ has finite variation, applying the Itô formula to $Z=Y/D$ gives the SLE two-boundary-point ratio diffusionWith the strictly increasing clock $u(t)={\int }_0^t{D}_s^{-2}ds$, the Dambis-Dubins-Schwarz theorem yields a Brownian motion $B$ for which the time-changed process obeysThe sign of the new Brownian motion has absorbed the minus sign above.

The domain Markov property of a chordal Loewner chain says that, conditionally on the past before $T(x)$, the mapped future is a fresh SLE. Its boundary marked points are $X_t,Y_t$. HenceLocalize, for example, where $D_t\ge 1/n$, $Z_t\in [1+1/n,n]$ and $t\le n$. On each such stopped interval this is a bounded conditional-expectation martingale, and therefore a genuine martingale. No smoothness assumption on $f$ is needed for this argument. The exit calculation below identifies it explicitly.

The Phase classification of the SLE trace has its simple rangewith $\kappa =0$ the deterministic vertical slit. For positive $\kappa$, the dividing parameter is precisely $\delta =1+4/\kappa =2$ in the Boundary-point Bessel flow for SLE.

Here is the reason this diffusion threshold controls simplicity. For $\kappa \le 4$, no nonzero real boundary point is swallowed. It suffices to check rational boundary points: a first meeting with either nonzero real half-axis would close a boundary crosscut and swallow a nonempty real interval, including a rational point. Thus the Loewner trace stays in the complex upper half-plane apart from its starting point. By the domain Markov property of a chordal Loewner chain, after any fixed rational time $s$ the future mapped and centred Loewner trace has the same boundary-avoidance property.

Suppose two Loewner trace times $r<r^{\prime }$ had the same image. Positive half-plane capacity growth rules out constancy on a nonempty time interval, so continuity supplies a rational $s\in (r,r^{\prime })$ with ${\gamma }_s\ne {\gamma }_r$. In the mapped future, the point at $r^{\prime }$ is either in the open upper half-plane or at the starting boundary point $0$; it cannot lie at another real point. The first case puts ${\gamma }_{r^{\prime }}$ inside the surviving domain at $s$, whereas ${\gamma }_r$ lies on the past Loewner trace. The second gives ${\gamma }_{r^{\prime }}={\gamma }_s$, also contradicting the choice of $s$. Boundary continuity of the inverse mapping-out function makes these identifications valid. This proves that the Loewner trace has no repeated points.

For $\kappa >4$, part (ii) makes a fixed positive real point have finite swallowing time, so the SLE boundary swallowing criterion ensures that the Loewner trace hits the positive real axis. In fact positive boundary-interval hitting probability for SLE above parameter four holds: any interval $J\subset (0,\infty )$ has positive hitting probability. To prove this, cover the positive axis by countably many dilates of $J$. If $J$ had zero hitting probability, Scaling invariance of SLE would give zero probability for every dilate, contradicting the almost sure hit of the positive axis. Reflection gives the same conclusion for negative intervals.

At a fixed positive time, if the past Loewner trace already repeats a point there is nothing to prove. Otherwise, boundary continuity of the inverse mapping-out function supplies a nonempty real interval, away from the current driving point, mapped back into the earlier Loewner trace in the open upper half-plane. Such an interval exists because positive capacity growth creates a genuine Loewner trace boundary in the interior; choose an accessible boundary point away from the tip and then a small interval around its preimage. Conditional on the past, the domain Markov property of a chordal Loewner chain gives a future centred SLE. With positive conditional probability its Loewner trace hits this interval, by the preceding boundary-interval argument. Mapping back then gives a visit to the earlier Loewner trace. Thus a repeated point occurs by some finite time with positive probability.

Finally let $E_t$ be the event of a repeated point by time $t$. Scaling invariance of SLE makes $\mathbb{P}(E_t)$ the same for every $t>0$. The positive finite-time probability just proved makes this common value positive. Hence ${\bigcap }_n{E}_{1/n}$ also has positive probability. This event belongs to the Brownian germ sigma-field; the Blumenthal zero-one law forces its probability to be one. Consequently the Loewner trace is not simple almost surely for every $\kappa >4$. At $\kappa =4$, the logarithmic scale function gives non-hitting of zero, so equality belongs to the simple range.

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.

For $\kappa >4$, the Boundary-point Bessel flow for SLE and the SLE boundary swallowing criterion imply that the full Loewner trace hits the positive real axis almost surely. Every fixed open interval in that axis has positive hitting probability: its countably many dilates cover the axis, while Scaling invariance of SLE makes all their hitting probabilities equal. Reflection gives the corresponding negative-axis statement. Together with the domain Markov property of a chordal Loewner chain, this produces visits to the old Loewner trace boundary in a mapped future domain.

Among Loewner chains with capacity $2t$, continuous real driver and initial driver zero, scale invariance and the centered domain Markov property of a chordal Loewner chain characterize Schramm–Loewner evolution with some $\kappa \ge 0$. Driving-function reconstruction for a chordal Loewner chain turns the hull properties into stationary independent increments and Brownian scaling for the driver. The continuous Lévy process classification then gives $U_t=bt+\sqrt{\kappa }{W}_t$, and scaling eliminates $b$. Regularity and parametrization are essential hypotheses of this characterization.

Suppose a chordal SLE trace stays in the open complex upper half-plane at every positive time almost surely. For every deterministic rational time $s$, the domain Markov property of a chordal Loewner chain makes its mapped and centered future a fresh SLE, so its positive-time future stays in the open half-plane as well. The inverse mapping-out function then places that future outside the entire old hull. Intersecting these probability-one events over rational $s$ rules out every self-intersection: if two times $u<v$ shared a trace point, choose rational $s$ strictly between them. This proves simplicity using the allowed boundary-avoidance assertion for $0<\kappa \le 4$.