Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 203 / 3 / a

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 ${\gamma }_t=2i\sqrt{t}$.