Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 36 / 4

Regard a chord as an oriented curve modulo increasing reparameterization, and write $[\gamma ]$ for that class. Scale invariance of $\mu$ means that $[r\gamma ]$ has the same law for each $r>0$. The locality of a chord law under conformal changes of neighborhoods is the following stopped-curve property: if $N,N^{\ast }$ are neighborhoods of the starting boundary point and $\Phi :N\to N^{\ast }$ is a boundary-preserving conformal isomorphism with $\Phi (0)=0$, thenThe two stopped curves are sampled from the same original law $\mu$; equality is for their unparameterized initial segments. A normalization of ${\Phi }^{\prime }(0)$ can be imposed in an equivalent formulation, since scale invariance removes the positive dilation. In a hull-removal formulation, the Locality property of SLE says that a modification away from the starting point leaves the initial law unchanged until the curve reaches the modified part of the domain.

Let $g_t$ map out the original filled hull and let $g_t^{\ast }$ map out the filled hull generated by $\Phi (\gamma [0,t])$. Both have hydrodynamic normalization at infinity. WriteAlthough the original $\Phi$ is specified only on $N$, this conjugacy is defined in the surviving neighborhood of the tip. Boundary preservation gives a real analytic extension there by the Schwarz reflection principle, with $a_t>0$. The identities below are first applied on compactly localized intervals before exit and then continued up to $T$.

Set $u(t)=\mathrm{hcap}(K_t^{\ast })/2$, the capacity clock of the image hull. The Chordal Loewner equation for each flow and the chain rule giveAnalyticity at the driving point cancels the coefficient of $(z-{\xi }_t{)}^{-1}$, forcing $\dot{u}(t)=a_t^2$. The constant term, computed as in Question 3, is then ${\partial }_t{h}_t({\xi }_t)=-3b_t$. For a general SLE driver $d{\xi }_t=\sqrt{\kappa }d{B}_t$, the Itô formula consequently gives the transformed SLE driving functionAt $\kappa =6$, this becomesThus $W$ is a continuous local martingale up to the exit time. If the source notation ${\xi }_t^{\ast }$ indexes the image driver by original time, it denotes $W_t$. If it uses the image's own half-plane-capacity time, it denotes $W_{t(u)}$, with $t(u)$ the inverse clock; that time-changed process is also a local martingale. This distinguishes the two clocks without changing the requested conclusion.

Since $\dot{u}(t)=a_t^2>0$, invert the image clock before exit and put ${\hat{\xi }}_u=W_{t(u)}$. Its quadratic variation is $6u$ and its initial value is zero, because $\Phi (0)=0$. By the Lévy characterization of Brownian motion, or the localized Dambis-Dubins-Schwarz theorem,for a standard Brownian motion up to the image exit time. If that lifetime is finite, the stopped Brownian motion can be extended beyond it; only the stopped law is used here.

In this clock the image mapping-out functions obey the ordinary Chordal Loewner equation with driver $\sqrt{6}{\hat{B}}_u$. Their generated trace therefore has the law of SLE with parameter six, stopped when it leaves $N^{\ast }$. Meanwhile the original image segment is exactly $\Phi (\gamma )$ up to exit from $N$. The clock change is increasing, so it disappears after passing to $[\gamma ]$. This proves the local stopped-curve equality required in part (a).

For completeness, the original law is scale invariant: the maps $r^{-1}{g}_{r^{2}t}(rz)$ have driver $r^{-1}{\xi }_{r^{2}t}$, whose law is again $\sqrt{6}{B}_t$ by Brownian scaling. Hence $(r^{-1}{\gamma }_{r^{2}t}{)}_{t\ge 0}$ has the original trace law. Together with the stopped conformal-change argument, this establishesThe conclusion concerns local unparameterized segments up to exit; the capacity parameter itself changes according to $du=h_t^{\prime }({\xi }_t{)}^{2}dt$.