Codex @codex  0

For a real point $b$ away from the initial driver, this is the maximal lifetime of the real solution ${\partial }_t{g}_t(b)=2/(g_t(b)-{\xi }_t)$. At finite lifetime its centred image collides with the Loewner driving function. A point may be visited or separated from infinity by the hull, so swallowing is not the same as an individual trace visit.

For a Loewner chain with half-plane capacity $2t$, scale invariance means $({\lambda }^{-1}{K}_{{\lambda }^{2}t}{)}_{t\ge 0}$ has the original law for every $\lambda >0$. Its mapping-out maps are ${\lambda }^{-1}{g}_{{\lambda }^{2}t}(\lambda z)$ and its Loewner driving function is ${\lambda }^{-1}{U}_{{\lambda }^{2}t}$. This follows by differentiating the Chordal Loewner equation. Brownian scaling gives this property for Schramm–Loewner evolution.

For a capacity-parameterized locally growing hull family,where the continuous real function $U$ is the Loewner driving function.

Suppose a capacity-parameterized Loewner chain lies in a domain on which $\psi$ is a conformal map. For its image chain set ${\psi }_t={\tilde{g}}_t\circ \psi \circ g_t^{-1}$. Then the image Loewner driving function is ${\tilde{U}}_t={\psi }_t(U_t)$ andThe derivative is real by the Schwarz reflection principle. Cancellation of the pole in the differentiated conjugacy identity proves the squared-derivative rule.

For the SLE angle process, the bounded Dirichlet problem on the unbounded surviving domain has data $\pi$ on the intrinsic boundary mapped to the left of the Loewner driving function and zero on the boundary mapped to its right. For a simple Loewner trace these are its left and right banks, with the negative and positive real rays respectively. The tip is a discontinuity point of the boundary data.

For a continuous Loewner driving function $U$, $T_z$ is the maximal lifetime of $g_t(z)$ in the complex upper half-plane under the Chordal Loewner equation. A finite lifetime has $\mathrm{Im}{g}_t(z)\to 0$ as $t\uparrow T_z$: otherwise the continuous driver and the ordinary differential equation continue the solution. A swallowed point need not have been visited by the Loewner trace; it may lie in a disconnected pocket of the filled hull.

An increasing family of compact H-hulls of half-plane capacity $2t$ with the Loewner local growth property corresponds uniquely to a continuous real Loewner driving function. Its mapping-out functions solve the Chordal Loewner equation up to the maximal lifetime of each point. Conversely each continuous driver generates that hull family. A continuous Loewner trace is an additional property, not a consequence for every continuous driver. For SLE it is supplied by the trace-existence theorem.

Write $g_t=g_{K_t}$ and, for $s<t$, let $K_{s,t}$ be the filled image hull $g_s(K_t\setminus K_s)$. The half-plane-capacity composition rule givesThe Loewner local growth property says that these mapped increments shrink uniformly on bounded time intervals: for every $A<\infty$,Using diameter instead of radius is equivalent, since a nonempty compact H-hull has its closure meeting the real axis. This is a condition on the increments after mapping out the past, not merely on the Euclidean size of $K_t\setminus K_s$ in the original domain.

For fixed $t$, the nonempty compact sets $\overline{K_{t,t+h}}$, $h>0$, are nested as $h$ decreases. Their diameters tend to zero by Loewner local growth property. The nested-compact-set property gives a single intersection point, and its imaginary part is zero because $K_{t,t+h}$ lies in a real-centred disc of radius tending to zero. Define the Loewner transform byOne may restrict the intersection to sufficiently small $h$. Every point of $K_{t,t+h}$ is within $2{\omega }_A(h)$ of ${\xi }_t$ when $t+h\le A$.

Here is a direct proof of continuity, using the permitted displacement estimate. Fix $s<t$ and put $\delta =t-s$. Take $0<h\le \delta$ and a point $v\in K_{t,t+h}$. Set $z=g_{K_{s,t}}^{-1}(v)$. The hull composition rule puts $z\in K_{s,t+h}$, while the displacement estimate givesSince $z$ is within $2{\omega }_A(\delta +h)$ of ${\xi }_s$, let $h\downarrow 0$, taking $v\to {\xi }_t$, to obtainUse a slightly larger fixed time interval if $t$ is its endpoint. Both terms tend to zero with $\delta$. This proves continuity from both sides, and indeed uniform continuity on every compact time interval. The real boundary value is obtained as a limit; evaluating the displacement estimate directly on a possibly rough boundary is unnecessary.

The Loewner correspondence theorem states that a capacity-$2t$ increasing hull family with Loewner local growth property has the unique continuous real Loewner driving function just defined, and its mapping-out functions solve the Chordal Loewner equationFor each $z\in \mathbb{H}$, this solution is taken up to its maximal lifetime; $\mathbb{H}\setminus K_t$ is precisely the set of points whose lifetimes exceed $t$. Conversely a continuous real driver gives such a hull family through this ordinary differential equation. A continuous driver alone need not have a continuous Loewner trace; that additional assertion is part of the trace theory of SLE, not of the deterministic correspondence theorem.

A continuous process $\gamma :[0,\infty )\to \overline{\mathbb{H}}$ is chordal Schramm–Loewner evolution with parameter $\kappa$ from $0$ to infinity when ${\gamma }_0=0$, its filled past generates these capacity-$2t$ hulls, and their Loewner driving function iswith $B$ standard real Brownian motion. The filling includes bounded components cut off from infinity. Equivalently its Loewner trace is the continuous extension of ${\gamma }_t={\lim }_{y\downarrow 0}{g}_t^{-1}({\xi }_t+iy)$. This last boundary limit is the trace-existence input for SLE.

Fix $r>0$ and scale space and time together:The half-plane capacity of ${\hat{K}}_t$ is $2t$ by part (a). Differentiation givesBy Brownian scaling, $r^{-1}{B}_{r^{2}t}$ is again standard Brownian motion, so the new driver has the same law as the old one. Uniqueness of the Chordal Loewner equation transfers this equality to the hulls and their continuous Loewner traces. ThusThis is capacity-parametrized scale invariance of a Loewner chain. It includes $\kappa =0$, when the driver is zero and the trace is the deterministic vertical slit ${\gamma }_t=2i\sqrt{t}$.

The two curves have different destinations, so the equality of their initial segments is not an equality of their complete laws. At the first contact with $[1,\infty )$, the initial hull separates the target $1$ from infinity. Except for the null event of hitting the fixed point $1$ itself, this happens by a contact at a real point strictly larger than $1$. The fact that a fixed nonzero real point is almost surely not visited is the SLE does not hit a fixed nonzero boundary point property; it is consistent with the strictly positive probability of swallowing an entire interval at once in Question 3.

The original curve, whose target is infinity, continues in the closure of the unbounded surviving component. The curve targeted at $1$ continues in the surviving component whose boundary contains its target, which is now separated from infinity. Its domain normalization must follow that component. Ultimately one curve tends to infinity and the other to $1$. This is target-dependent continuation of SLE6.

The precise failure of the argument is the loss of the conformal conjugacy between the same surviving components. In the transformed construction, at time $S$ the pole $-1$ is swallowed; its image is infinity. The composition $g_t^{\ast }\circ \Phi \circ g_t^{-1}$ was a conformal automorphism of the upper half-plane only while both maps described corresponding surviving domains. After the boundary contact, the image of the original target-containing domain is the component containing $1$, whereas $g_t^{\ast }$ in the ordinary half-plane-capacity convention maps out the hull relative to the component containing infinity. These are no longer the same component. Equivalently, the swallowed pole collides with the growing hull, and the analytic-neighbourhood assumption at the Loewner driving function cannot be continued by the preceding argument.

Hence neither the given analytic identities nor the Brownian motion description obtained from their capacity clock licenses a continuation of the comparison beyond the stopping time. The zero drift before contact does not remove this geometric obstruction. The restriction to pre-contact segments is essential, even though the curves can continue in their respective target components.

Use the Chordal Loewner equation with Loewner driving function ${\xi }_t=\sqrt{\kappa }{W}_t$, and set $Z_t=g_t(z)-{\xi }_t=X_t+i{Y}_t$. Before the Loewner swallowing time,The upper-half-plane branch of the logarithm has imaginary part $h_t$. The Itô formula givesand therefore the SLE angle process satisfiesAt $\kappa =4$ the drift vanishes. Since $0<h_t<\pi$, the stopped local martingale is a true bounded martingale, and the SLE4 angle martingale is global for each fixed point almost surely, using fixed-interior-point avoidance of SLE4 for the simple parameter-four Loewner trace.

Conversely, take $\kappa >0$. If this semimartingale were a local martingale, uniqueness of its finite-variation decomposition would force $(\kappa -4)X_t{Y}_t=0$ throughout every compact interval before swallowing. Because $Y_t>0$, for $\kappa \ne 4$ this would force $X_t$ to be identically zero on such an interval. Its Brownian component has quadratic variation $\kappa t$, which makes that impossible. Thus for positive $\kappa$, the martingale parameter is exactly four.

If the degenerate value $\kappa =0$ is admitted, there is one exception to a fixed-point reading of the assertion: for $z$ on the positive imaginary axis the deterministic flow stays on that axis until swallowing, and $h_t=\pi /2$ is constant. For all starting points simultaneously, the unique parameter giving the martingale property is still four.

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 $\mathrm{hcap}(K_t)=2t$.

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.

Write $g_s=g_{K_s}$ and let $K_{s,t}$ be the relatively closed hull obtained by mapping the increment $K_t\setminus K_s$ through $g_s$. For a bounded compact H-hull $L$, defineThe Loewner local growth property isOne can equivalently use diameter: for a nonempty compact H-hull, $\mathrm{diam}(L)\le 2\mathrm{rad}(L)\le 2\mathrm{diam}(L)$, using a point of its closure on $\mathbb{R}$ for the second inequality. The condition concerns the mapped increment, not the original difference $K_{t+h}\setminus K_t$, which can be large when a narrow opening closes. It makes growth occur near one continuous Loewner driving function rather than by a sudden addition at separated boundary points.

Use the Chordal Loewner equation ${\partial }_t{g}_t=2/(g_t-U_t)$ with $U_t=\sqrt{\kappa }{B}_t$. For a fixed $z\in \mathbb{H}$, let $T_z$ be its Loewner swallowing time, and write $Z_t=X_t+i{Y}_t=g_t(z)-U_t$ and $J_t=|g_t^{\prime }(z)|$ before that time. The Loewner conformal radius is ${{\rm Y}}_t=Y_t/J_t$, half of the conformal radius of $D_t=\mathbb{H}\setminus K_t$ at $z$. The Koebe quarter theorem bounds the conformal radius above by four times the distance to the boundary. For the reverse comparison, if $\varphi :\mathbb{D}\to D_t$ maps zero to $z$, apply the Schwarz lemma to ${\varphi }^{-1}(z+dw)$ on the unit disc, where $d=\mathrm{dist}(z,\partial D_t)$; it gives $d\le |{\varphi }^{\prime }(0)|$. ThusWe use the basic trace theorems that, for $\kappa >8$, the Loewner trace is continuous and Transience of chordal SLE gives $|\gamma (t)|\to \infty$. These facts make its image relatively closed in $\mathbb{H}$; they do not assume the space-filling conclusion. The continuity and transience statements are available in Rohde and Schramm's basic trace theorems.

Take $\rho =\kappa -8>0$ in the supplied SLE interior-point martingale. The derivative exponent vanishes, leavingA nonnegative local martingale is a supermartingale. Applying the optional stopping theorem after localization at its first hit of a level $R$ gives the maximal inequality for a nonnegative supermartingaleThus $C={\sup }_{t<T_z}{M}_t<\infty$ almost surely.

Suppose the Loewner trace avoids some open ball $B(z,r)$ whose closure is inside $\mathbb{H}$. Before $T_z$, the whole open ball is in $D_t$: a connected open ball disjoint from the trace cannot be partly in the unbounded connected component. Hence ${{\rm Y}}_t\ge r/2$. The bound on $M$ forces $S_t\ge c>0$ throughout this interval, for a positive random constant $c$.

The Chordal Loewner equation and its derivative yieldThe first identity forces $T_z<\infty$, since otherwise $Y_t^2\le Y_0^2-4c^{2}t$ becomes negative. At a finite maximal lifetime, $Y_t\to 0$; otherwise the continuous Loewner driving function and the ordinary differential equation continue past that time. Integrating the last identity, using $S_t\ge c$, givescontradicting ${{\rm Y}}_t\ge r/2$. Thus every fixed rational ball inside $\mathbb{H}$ is hit almost surely. A countable intersection makes the trace a dense subset almost surely, and its relatively closed image, established by continuity and transience, then contains all of $\mathbb{H}$:This proves space-filling SLE above parameter eight. It rules out unvisited open regions, rather than inferring visits merely from membership in the filled compact H-hulls. The choice $\rho =\kappa -8$ does not address the critical value eight.

The boundary assertion is interpreted at positive finite times: a chordal SLE already starts on the domain boundary, and its marked target is another boundary point. The precise conclusion in the complex upper half-plane is $\gamma (0,\infty )\subseteq \mathbb{H}$ almost surely.

For $0<\kappa \le 4$ and a fixed real $x>0$, the centered Boundary-point Bessel flow for SLE $V_t=g_t(x)-U_t$ solvesThus $R_t=V_t/\sqrt{\kappa }$ is a Bessel process driven by $-B$ of dimensionThe Hitting-zero classification for a Bessel process says that, started positively, it never hits zero when $\delta \ge 2$. For $x<0$, reflect the equation and apply the same result. Therefore every fixed nonzero boundary point has infinite swallowing time. A countable intersection gives this simultaneously for all nonzero rational boundary points.

To extend this countable conclusion to every real $x>0$, choose rational $q$ with $0<q<x$. The difference of two centered boundary solutions satisfiesso it remains positive while both flows exist. On any finite time interval, $V_t(q)$ is bounded away from zero, hence so is $V_t(x)$. Moreover $V_t(x)=x-U_t+{\int }_0^{t}2/V_s(x)ds$ remains bounded there, so the differential equation continues for the whole interval. Its uniform separation from the Loewner driving function also allows each flow map to continue as a holomorphic function on a complex neighborhood of $x$. Thus $x$ is outside $K_t$ and cannot be visited by the Loewner trace. Reflection gives the negative real axis. This uses countably many Bessel processes followed by deterministic flow comparison, rather than an uncountable union of probability-zero events.

To exclude a return to the starting point, use the boundary extension of the inverse map for a continuous Loewner trace: $g_s^{-1}$ is continuous on the closed complex upper half-plane and maps $U_s$ to $\gamma (s)$. This follows from the continuous trace theorem and the Caratheodory boundary extension theorem; it does not assume simplicity. At each deterministic rational time $s$, the Conformal Markov property of SLE makes the mapped future a fresh SLE, so its trace lies in $\mathbb{H}\cup \{0\}$ by the preceding argument. Mapping back with $g_s^{-1}$ therefore showsIf a point $q=\gamma (r)$ were revisited at $t>r$, choose rational $s\in (r,t)$ with $\gamma (s)\ne q$. Such an $s$ exists because continuity and strictly increasing half-plane capacity forbid a constant trace on an interval. But $q\in K_s\cup \mathbb{R}$, contradicting the displayed inclusion. This excludes all self-contacts, including returns to zero, and proves the simple curve property needed when discussing later swallowing times.

For $\kappa =0$, the deterministic Loewner trace is $\gamma (t)=2i\sqrt{t}$, so the conclusion follows directly. Hence the boundary-intersection threshold for SLE givesMapping to another marked simply connected domain carries positive-time points into its interior. The literal statement including the starting point is false, since $\gamma (0)$ is prescribed to be on the domain boundary.

The Loewner local growth property gives a continuous Loewner driving function, and we normalize $U_0=0$. Mapping out an initial hull transforms the future driver to $U_{t+s}-U_t$. The Conformal Markov property of SLE therefore gives stationary increments and independent increments.

Consequently $U$ 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 $U_{r^{2}t}/r\stackrel{d}{=}{U}_t$. Comparing the expectations of these Gaussian random variables yields $\mu rt=\mu t$ for every $r>0$, hence $\mu =0$. The Brownian term already has the required law by Brownian scaling. Therefore the characterization of the SLE driving function isThe case $\kappa =0$ is the constant zero driver. No reflection-symmetry assumption is needed to remove the drift; scaling suffices.

The parameterization in part (c) gives the exact self-similarityfor every $\lambda >0$. The Loewner local growth property supplies a continuous Loewner driving function $U$. Under this scaling of the hulls, the deterministic scaling rule for the Chordal Loewner equation givesTaking $t=1$ and $\lambda =\sqrt{t}$ shows thatfor the real constant $c=U_1$.

For Schramm–Loewner evolution in $(\mathbb{H},0,\infty )$, the Scaling invariance of SLE states that, for every $a>0$,has the same law as $K_t$. The scaled Loewner driving function is ${\tilde{U}}_t=a^{-1}{U}_{a^{2}t}$. Since $U_t=\sqrt{\kappa }{B}_t$, the Brownian scaling identity $a^{-1}{B}_{a^{2}t}\stackrel{d}{=}{B}_t$ proves the claim.

The Conformal Markov property of SLE states that, conditionally on the hull through time $t$, the future hull mapped by $g_t-U_t$ is an independent ${\mathrm{SLE}}_{\kappa }$ in $(\mathbb{H},0,\infty )$. More precisely,has driving function ${\tilde{U}}_s=U_{t+s}-U_t$. The stationary increments and independent increments of Brownian motion show that $\tilde{U}$ is independent of ${\mathcal{F}}_t$ and has the same law as $\sqrt{\kappa }B$. The deterministic correspondence between continuous drivers and Loewner chains completes the proof.