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A scale is a conformal bijection sending a marked starting boundary point to zero and target boundary point to infinity in the complex upper half-plane. A curve is SLE in that scale when its image is ordinary SLE using the half-plane-capacity parameterization of that image.

A compact H-hull is a bounded relatively closed subset $K$ of $\mathbb{H}$ with simply connected complement, considered together with its compact closure in $\overline{\mathbb{H}}$. Its unique mapping-out function has hydrodynamic normalization at infinityThe nonnegative coefficient $a_K$ is its half-plane capacity. Thus the half-plane-capacity parameterization here gives $g_t(z)=z+2t/z+O(z^{-2})$. Strict increase means $K_s⊊K_t$ whenever $s<t$; the strictly increasing capacity already excludes equality.

The Loewner local growth property means that the new growth becomes small after removing the old compact H-hull. More precisely set $K_{t,t+h}=\overline{g_t(K_{t+h}\setminus K_t)}$, taking the closure from the complex upper half-plane. On each bounded time interval, the diameters of these image compact H-hulls tend uniformly to zero as $h\downarrow 0$. Equivalently the new growth can be separated from infinity by crosscuts of vanishing diameter in the mapped domain. It is this single-point local growth, together with capacity continuity, that gives a continuous real Loewner driver.

The Loewner transform ${\xi }_t$ is the limiting point at which this mapped growth occurs:The limit is independent of the chosen new-growth points. The Loewner correspondence theorem says that the resulting mapping-out functions satisfyConversely, given a continuous real $\xi$, solve this ordinary differential equation until the maximal lifetime $T_z$ of each $z\in \mathbb{H}$. The surviving set $H_t=\{z:T_z>t\}$ is mapped conformally onto $\mathbb{H}$ by $g_t$; its complement, with the appropriate boundary closure, is $K_t$. The Laurent coefficient is $2t$, and the composition law reconstructs the local growth. A continuous Loewner driver always determines the compact H-hulls; generation by a continuous Loewner trace is an additional property, not a conclusion for every continuous Loewner driver.

A chordal SLE Loewner trace in the complex upper half-plane with parameter $\kappa \ge 0$ is the continuous curve associated with the Loewner driver ${\xi }_t=\sqrt{\kappa }{B}_t$, where $B$ is standard real Brownian motion started at zero. It starts at zero, its compact H-hull at time $t$ is the curve's past with all pockets cut off from infinity filled, andThe capacity clock has $\mathrm{hcap}(K_t)=2t$. For $\kappa =0$ this gives the vertical slit $\gamma (t)=2i\sqrt{t}$.

To prove Scaling invariance of SLE, fix $r>0$ and putThe Laurent series of ${\hat{g}}_t$ has coefficient $2t$, and direct differentiation givesBrownian scaling says $(r^{-1}{B}_{r^{2}t}{)}_{t\ge 0}$ has the same law as $B$. The Loewner drivers therefore agree in law, and uniqueness of the Chordal Loewner equation gives equality in law of the maps, compact H-hulls, and continuous Loewner traces:This identifies the time change $t\mapsto r^{2}t$ as well as the spatial scaling.

For a simply connected Jordan domain $D$ with distinct marked boundary points, choose a conformal bijection $f:\mathbb{H}\to D$ taking zero to the initial point and infinity to the target, and use $f(\gamma )$ as an unparameterized curve. The Caratheodory boundary extension theorem supplies the boundary values of $f$. Any second such map is $f\circ (z\mapsto rz)$ for $r>0$, because the automorphisms of $\mathbb{H}$ fixing zero and infinity are positive dilations. The Scaling invariance of SLE just proved makes the two image laws identical, up to the corresponding deterministic change of capacity clock. Thus this defines SLE consistently in marked Jordan domains. The assumed $|\gamma (t)|\to \infty$ and the continuous boundary extension give $f(\gamma (t))\to f(\infty )$, the specified target. The law is conformally natural and does not impose a distinguished half-plane-capacity parameterization on an arbitrary domain.

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.

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.

The complex form of the Chordal Loewner equation, driven by a continuous real Loewner driving function, isFor $z\in \mathbb{C}\setminus \{{\xi }_0\}$ this is an ordinary differential equation up to its maximal lifetime, when the solution reaches the driving singularity. The coefficients respect complex conjugation, so the lower-half-plane flow is the conjugate of the upper-half-plane flow. On surviving real points it is the real boundary flow. The hydrodynamic normalization at infinity and factor two correspond to half-plane-capacity parameterization $\mathrm{hcap}(K_t)=2t$.

Take increasing to mean strict growth on every nonempty time interval; otherwise a constant family has no uniquely determined driving point. The half-plane-capacity parameterization imposed below guarantees strict growth. For $s<t$, define the increment hull in the mapped domain byThis definition includes filling and boundary conventions automatically. Its mapping-out function is $g_{s,t}=g_t\circ g_s^{-1}$. The Loewner local growth property meansfor every finite $T$ within the parameter range. Equivalently, the mapped increments have uniformly vanishing diameter on compact time intervals.

For fixed $t$, the nonempty compact Euclidean closures ${\overline{K}}_{t,t+h}$ are nested as $h$ decreases. Their diameters tend to zero, so their intersection is a singleton. Its point lies on the real axis: the imaginary part of any point in a hull is at most its enclosing radius. Define the Loewner transform bySince ${\xi }_t$ lies in each closure, every point of $K_{t,t+h}$ is at distance at most $2\mathrm{rad}(K_{t,t+h})$ from it.

To prove continuity, choose $z\in K_{t+2h}\setminus K_{t+h}$ and write $w=g_t(z)$, $w^{\prime }=g_{t+h}(z)$. Then $w\in K_{t,t+2h}$, $w^{\prime }\in K_{t+h,t+2h}$ and $w^{\prime }=g_{t,t+h}(w)$. The continuity estimate from part (i) givesThe right-hand side tends to zero uniformly on compact time intervals. Applying the same inequality with the earlier time as the base proves left continuity as well. Thus the Loewner transform is continuous.

Now impose $\mathrm{hcap}(K_t)=2t$. The half-plane-capacity composition rule follows by composing Laurent expansions at infinity and givesFor a point not yet swallowed, put $z_s=g_s(z)$ and $r_{s,t}=2\mathrm{rad}(K_{s,t})$. The increment is contained in the half-disc of radius $r_{s,t}$ centred at ${\xi }_s$. The continuity estimate first proves continuity of $s\mapsto g_s(z)$: its increment is bounded by $3\mathrm{rad}(K_{s,t})$. The differentiability estimate for a mapping-out function then gives, when $t-s$ is small enough,On a compact interval before swallowing the denominator stays away from zero. Divide by $t-s$ and let $t\downarrow s$. The local-growth property makes the error tend to zero. The analogous backward quotient has the same limit, using continuity of $g_s(z)$ and ${\xi }_s$. Thus the Chordal Loewner equation follows:The initial value follows from $\mathrm{hcap}(K_0)=0$, hence $K_0=\varnothing$. Without the capacity parameterization, the same argument gives $d{g}_t(z)=d\mathrm{hcap}(K_t)/(g_t(z)-{\xi }_t)$, interpreted with the capacity clock.

In the half-plane-capacity parameterization, let $W$ be standard real Brownian motion and put ${\xi }_t=\sqrt{\kappa }{W}_t$. Solve the Chordal Loewner equationThe points for which this flow ceases to exist form the growing compact H-hulls $K_t$, with half-plane capacity $2t$. The process is an SLE trace when its initial segments generate these hulls andThe limit is the continuous trace of a Loewner chain started at zero. If the curve disconnects a region from infinity, that region is included in $K_t$; the hull is not generally just the visited curve. For $\kappa =0$ the driver is identically zero and the trace is the deterministic vertical slit ${\gamma }_t=2i\sqrt{t}$.

The scale is precisely the inverse conformal map:By definition, a chordal SLE in a specified scale in $(\mathbb{H},0,1)$ is a curve whose image under $\sigma$ is the half-plane-capacity-parameterized SLE from zero to infinity. Hereand the right-hand side is the given ${\mathrm{SLE}}_6$. Equivalently, this is Conformal invariance of SLE, with the target point transported from infinity to $1$. Thus $\tilde{\gamma }$ is ${\mathrm{SLE}}_6$ in $(\mathbb{H},0,1)$ in scale $\sigma$, using the original parameter $t$. This scaled parameter is distinguished from the ordinary half-plane-capacity parameterization of its image hulls used next.

For the SLE driver $d{\xi }_t=\sqrt{6}d{W}_t$, apply the Itô formula to ${\tilde{\xi }}_t={\varphi }_t({\xi }_t)$. At a fixed spatial point, ${\varphi }_t$ has finite variation locally in time by the derivative formula in part (c); there is no extra spatial martingale term. ConsequentlyThis exact cancellation is the target-change locality of SLE6. For a general parameter the transformed SLE driving function would have drift $(\kappa /2-3){\varphi }_t^{\prime \prime }({\xi }_t)$.

Define the increasing clock and its inverse byThe derivative $p_t$ is real and strictly positive before $T$, so this is a valid continuous time change of a continuous process. The driver is a continuous local martingale with quadratic variation $[\tilde{\xi }{]}_t=6a(t)$ and initial value zero. The Dambis-Dubins-Schwarz theorem gives a standard Brownian motion $\hat{W}$ such thatIf the terminal clock is finite, the Brownian motion may be extended beyond that stopping time; only its stopped part is used here. Reparameterizing the image maps givesThese are exactly the defining Chordal Loewner equation and half-plane-capacity parameterization for ${\mathrm{SLE}}_6$. The trace is ${\tilde{\gamma }}_{t(s)}$. Hence the image curve is also ordinary chordal ${\mathrm{SLE}}_6$ after this time change, up to the specified stopping time:

With the normalization used in the Chordal Loewner equation, half-plane-capacity parameterization meansThus $K_0$ is empty and the half-plane-capacity composition rule gives $\mathrm{hcap}(K_{s,t})=2(t-s)$. The factor two produces ${\partial }_t{g}_t(z)=2/(g_t(z)-U_t)$. A convention using half-plane capacity $t$ instead changes that coefficient to one and rescales time; the convention must be kept consistent.

The chordal restriction property concerns the unparameterized trace law. Let $A$ be a compact H-hull with $0\notin \overline{A}$, and put ${\psi }_A(z)=g_A(z)-g_A(0)$. This conformal map takes $\mathbb{H}\setminus A$ onto $\mathbb{H}$, fixes $0$ and infinity, and has derivative one at infinity. On the event that the curve avoids $A$, its image is a curve from $0$ to infinity in $\mathbb{H}$. Restriction requires positive avoidance probability for every admissible $A$, and the conditional identityup to increasing changes of the curve parameter. Equivalently, conditioning an SLE in a marked simply connected domain to stay in an admissible simply connected domain gives the same SLE law in that subdomain. The property does not assert that the original half-plane-capacity parameterization survives an arbitrary conformal map.

Work with a locally growing Loewner chain started at $0$, with $A_0=\varnothing$ and the half-plane-capacity parameterization $\mathrm{hcap}(A_t)=2t$. The Conformal Markov property of SLE combines invariance under conformal changes of the marked domain with restarting after an initial hull has been removed.

In the half-plane this means, first, that $(r^{-1}{A}_{r^{2}t}{)}_{t\ge 0}$ has the same law as $(A_t{)}_{t\ge 0}$ for every $r>0$. Second, conditionally on ${\mathcal{F}}_t$, the future hulls mapped by $g_t-U_t$,with the usual hull closure, have the original law and are independent of ${\mathcal{F}}_t$. Their capacity is $2s$ by the half-plane-capacity composition rule. One may require the same restarting property at finite stopping times.

Equivalently, the driver has the scaling law and conditional increment lawThe conformal invariance clause matters: the restarting property alone would also allow a Brownian driver with deterministic drift.

For the Locality property of SLE, take a compact H-hull $A$ away from $0$, and map $\mathbb{H}\setminus A$ conformally to $\mathbb{H}$ by ${\psi }_A$, fixing $0$ and infinity and with derivative one at infinity. Up to the first contact with $A$, the image under ${\psi }_A$ of an ${\mathrm{SLE}}_6$ grown in $\mathbb{H}$ has the same law as ${\mathrm{SLE}}_6$ grown in $\mathbb{H}$, after the change to its own half-plane-capacity parameterization. Equivalently, ${\mathrm{SLE}}_6$ in the smaller domain has the same initial law as the curve in the larger domain until the latter encounters the removed hull. There is no conditioning on eventual avoidance.

The chordal restriction property for ${\mathrm{SLE}}_{8/3}$ concerns the whole curve. Conditional on avoiding $A$, applying ${\psi }_A$ gives the original ${\mathrm{SLE}}_{8/3}$ law, modulo increasing reparameterization:Its associated avoidance probability, from the SLE eight-thirds restriction martingale, isThus locality identifies a stopped, unconditioned law, whereas restriction identifies a conditioned law of the entire curve.

It has the half-plane-capacity parameterization under the standard chordal convention when

The Locality property of SLE says the following. Let $D\subset \mathbb{H}$ be simply connected and agree with $\mathbb{H}$ in a neighborhood of $0$, and let $\psi :D\to \mathbb{H}$ be conformal with $\psi (0)=0$. The image under $\psi$ of an ${\mathrm{SLE}}_6$ in $\mathbb{H}$, stopped when it first leaves $D$, has the law of an ${\mathrm{SLE}}_6$ in $\mathbb{H}$, up to the corresponding stopping time and a change of half-plane-capacity parameterization.

Let $S_r=\{s{e}^{i\theta }:0<s\le r\}$. Since $S_r=r{S}_1$, the scaling and translation of half-plane capacity givesThe half-plane-capacity parameterization requires $ar(t{)}^2=2t$, so