The time-changed diffusion has generator . For , its boundary hitting probability from a diffusion scale function is
To see this directly, stop the scale local martingale on and pass to . Exit from occurs in finite clock time: the scale density behaves as and the speed density as , so the usual scale-times-speed exit integral is finite at . More explicitly, with the finite-interval diffusion exit Green kernel gives
The equation follows by differentiation and the derivative jump at , so stopping the corresponding Itô identity gives this exit bound. The integrand near is ; elsewhere it is bounded. At large the drift is bounded, excluding explosion at infinity in finite clock time.
Here is why these exits describe the original swallowing event. In clock time,
If hits at finite , its integrated stochastic differential equation shows : the Brownian term has a finite limit and both positive drift integrals must then have finite limits. Consequently , hits zero and stays positive. This gives .
Conversely is finite by part (b). If its clock ends at a finite value, the diffusion must hit ; an interior endpoint with positive would leave positive. If the clock runs forever without hitting , the standard one-dimensional scale classification gives escape to infinity whenever . This cannot represent a strict swallowing event, which has and . Hence the surviving event represents . This reasoning also explains why a simultaneous collision must be treated separately rather than assigned the boundary value at .
For , the scale is unbounded. The maximal inequality for a nonnegative supermartingale gives ; letting rules out escape. Finite-interval exit then forces a hit at . For , taking gives
The strict-event probability is also positive, since for finite .
For , first intersect the probability-one strict-order events over rational . The real boundary flow gives nondecreasing swallowing times on . For any , choose rational ; then . This proves the simultaneous assertion
The range is positive points, as in the definition of ; reflection reverses the ordering on the negative axis. At the printed endpoint , each fixed positive point has . Thus if equality of extended times is allowed, but there is no finite simultaneous-swallowing assertion there. The preceding formulas assume .
Use the Chordal Loewner equation with . For a fixed , let be its Loewner swallowing time, and write and before that time. The Loewner conformal radius is , half of the conformal radius of at . The Koebe quarter theorem bounds the conformal radius above by four times the distance to the boundary. For the reverse comparison, if maps zero to , apply the Schwarz lemma to on the unit disc, where ; it gives . Thus
We use the basic trace theorems that, for , the Loewner trace is continuous and Transience of chordal SLE gives . These facts make its image relatively closed in ; they do not assume the space-filling conclusion. The continuity and transience statements are available in Rohde and Schramm's basic trace theorems.
Take in the supplied SLE interior-point martingale. The derivative exponent vanishes, leaving
A nonnegative local martingale is a supermartingale. Applying the optional stopping theorem after localization at its first hit of a level gives the maximal inequality for a nonnegative supermartingale
Thus almost surely.
Suppose the Loewner trace avoids some open ball whose closure is inside . Before , the whole open ball is in : a connected open ball disjoint from the trace cannot be partly in the unbounded connected component. Hence . The bound on forces throughout this interval, for a positive random constant .
The Chordal Loewner equation and its derivative yield
The first identity forces , since otherwise becomes negative. At a finite maximal lifetime, ; otherwise the continuous Loewner driving function and the ordinary differential equation continue past that time. Integrating the last identity, using , gives
contradicting . Thus every fixed rational ball inside 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 :
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 does not address the critical value eight.
For , the Loewner trace visits every point of the complex upper half-plane almost surely. Choose in the SLE interior-point martingale to obtain . The maximal inequality for a nonnegative supermartingale bounds its running supremum. If a fixed interior ball were avoided, its center would have before swallowing, forcing . But the Chordal Loewner equation gives , forcing a finite lifetime with , and then forces , a contradiction. Countably many rational balls give a dense trace; continuity and Transience of chordal SLE make its image relatively closed, so it is all of the complex upper half-plane. This argument does not cover the critical parameter eight.