Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 203 / 1 / c / Solution

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.