Chordal Schramm–Loewner evolution in the complex upper half-plane from to is the random Loewner chain driven by , where is standard Brownian motion and .
For critical planar percolation in a conformal quadrilateral, Cardy's boundary-crossing probability is , where is its conformal cross-ratio and is the regularized incomplete beta function. This conformally invariant crossing law is associated with Schramm–Loewner evolution at parameter six.
The conformally invariant critical percolation crossing probability can be expressed in an appropriate ordered boundary cross ratio as
For the corresponding SLE exploration at parameter six, it arises from the beta integral for strict ordering of coupled Bessel lifetimes with . In the upper-half-plane configuration , the strict-swallowing probability is this function at . Exchanging the two relevant boundary arcs exchanges the probability with its complement. This is a crossing probability, not the probability of visiting a fixed boundary point.
Chordal SLE at parameter four has driver in half-plane-capacity time. The Itô formula makes the imaginary part of drift-free, a feature used in the SLE4 coupling with a Gaussian free field. The trace is simple and avoids fixed nonzero boundary points.
Radial SLE grows from a boundary point to an interior target. In the unit disc from to , its conformal-radius parameterization satisfies
The target remains in the remaining simply connected component; the time parameter records its decreasing conformal radius.
For radial SLE at parameter two, the normalized slit-domain Poisson kernel at the growing tip is a local martingale. This observable provides the coupling to loop-erasure of planar Brownian motion, oriented from the boundary point to the interior target. Its discrete counterpart is a loop-erased random walk.
Among Loewner chains with capacity , continuous real driver and initial driver zero, scale invariance and the centered domain Markov property of a chordal Loewner chain characterize Schramm–Loewner evolution with some . Driving-function reconstruction for a chordal Loewner chain turns the hull properties into stationary independent increments and Brownian scaling for the driver. The continuous Lévy process classification then gives , and scaling eliminates . Regularity and parametrization are essential hypotheses of this characterization.
With the upper-half-plane branch, before the Loewner swallowing time. Write . The Itô formula and the Chordal Loewner equation give
At parameter four its drift vanishes. At other parameters the drift describes the competition between the deterministic conformal evolution and the Brownian driver.
For the SLE angle process, the bounded Dirichlet problem on the unbounded surviving domain has data 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 Schramm–Loewner evolution with and , the Itô formula for the complex logarithm gives before swallowing. The drift cancels exactly at this parameter. Its real part is and its imaginary part is the SLE4 angle martingale. The real-part quadratic variation is , which also gives a direct non-swallowing argument.
Every fixed has infinite interior-point swallowing time for a Loewner chain under Schramm–Loewner evolution at . The centered flow is bounded on any finite horizon, making bounded above. The one-sided bound criterion for a martingale clock gives a finite logarithmic limit at any putative finite swallowing time. Thus stays away from zero and the imaginary coordinate remains positive, so the differential equation extends, a contradiction. In particular the trace misses each fixed interior point almost surely.
For a fixed interior point and parameter four, the SLE angle process has zero drift and satisfies . Its values in make this continuous local martingale a true bounded martingale. The identity , together with the Dambis-Dubins-Schwarz theorem, prevents its Loewner conformal radius from vanishing at a finite lifetime. Since the parameter-four trace is simple and does not meet the real boundary at positive times, finite swallowing would require a visit to the point and vanishing radius. Thus its Loewner swallowing time is infinite almost surely. This gives a global continuous bounded martingale, not just one defined before swallowing.
For , , let , and . Then
is a positive continuous local martingale before the Loewner swallowing time. Indeed the Itô formula gives , , and
Combining the exponents cancels the drift of , including the quadratic-variation correction, leaving .
A compact H-hull is a bounded relatively closed subset of the complex upper half-plane such that is a simply connected domain.
The mapping-out function is the unique conformal map with hydrodynamic normalization at infinity
For nested compact H-hulls whose closures avoid , the boundary derivative is an excursion avoidance probability. Avoiding the larger hull is a subset of avoiding the smaller one, which proves the derivative inequality. For a hull contained in and , comparison with the filled half-disc gives the sharp bound , since that half-disc has mapping-out function . The empty hull and filled half-disc attain the two bounds.
If a compact H-hull lies in a disc of radius centred at , the displayed estimate holds for , with an absolute constant . It refines the Laurent expansion uniformly in the hull and supplies the first-order increment needed to derive the Chordal Loewner equation from the Loewner local growth property.
Let and stop planar Brownian motion from on reaching height or leaving . Then . The stopped harmonic height is a bounded martingale. The bounded difference makes its top-boundary value differ from by a uniform constant, while optional stopping of the imaginary coordinate bounds the top exit probability by . Killing on the hull is essential.
For a compact H-hull, is harmonic and satisfies . Local boundedness and the interior continuity of show that tends to zero at every finite boundary point. The maximum principle for harmonic functions applied to , with an exhaustion controlling infinity through the Laurent expansion, proves the inequality without boundary smoothness.
The inverse of a hydrodynamically normalized mapping-out function has expansion at infinity. If bounded-domain points had unbounded images , then would be unbounded, a contradiction. Thus is bounded even near finite rough boundary points. Its own expansion at infinity then makes uniformly bounded throughout the domain. Reflection is needed only near infinity, not along the entire hull boundary.
If a compact H-hull lies in the unit disc, compare its tail harmonic measure with that of the empty hull and filled half-disc. The Poisson kernel for the upper half-plane turns the inclusion of Brownian exit events into for . Reflection gives for .
For a compact H-hull inside the disc of radius centred at a real point, its mapping-out function of a compact H-hull displaces every point of its domain by at most . After scaling and translation, the real boundary bounds for a unit-disc H-hull put the corresponding inverse boundary interval inside . Boundary cluster points of the inverse over this interval lie in the unit disc. The maximum modulus principle applied to gives the bound without assuming local connectedness of the hull. The nearly closed semicircular slit makes the constant three sharp.
With , the compact H-hull is a unit semicircular arc attached at , with a narrow passage near . As , its normalized mapping-out function of a compact H-hull tends to at each fixed point of the interior bay. Points in that bay tending to therefore have displacement approaching three. The order of these two limits is important.
A conformal map from an upper-half-plane domain has hydrodynamic normalization when at infinity. For a compact H-hull this normalization makes its mapping-out function of a compact H-hull unique.
The half-plane capacity of a compact H-hull is the nonnegative coefficient in
The Brownian representation of half-plane capacity is . The harmonic capacity from infinity in the upper half-plane uses . Since , the displayed bound follows. The normalization factor cannot be omitted. Independently, enclosure in a half-disc and monotonicity of half-plane capacity give the sharp bound .
For and , the filled half-disc is a compact H-hull. Its mapping-out function of a compact H-hull is . On the semicircle the image is real, and the inverse branch asymptotic to the identity maps the complex upper half-plane onto the exterior half-disc. Its Laurent series has coefficient , so . Using an open half-disc instead requires taking its relative closure first.
Suppose a capacity-parameterized Loewner chain lies in a domain on which is a conformal map. For its image chain set . Then the image Loewner driving function is and
The derivative is real by the Schwarz reflection principle. Cancellation of the pole in the differentiated conjugacy identity proves the squared-derivative rule.
For conjugated Loewner chains, and . The image capacity speed is . Differentiating this identity gives . The removable singularity at the driver has value .
Let intertwine two Loewner chains, with driver , and set , , . Expanding the conjugacy equation at the driver gives ; the Itô formula gives the displayed diffusion. For a real exponent , the drift of is . At , cancels both terms and yields the SLE eight-thirds restriction martingale.
Apply the Itô formula to the transformed Loewner driving function . The conformal conjugacy derivative for the chordal Loewner equation cancels the Itô drift exactly when . Its quadratic variation is .
For a vertical slit of height attached at , the mapping-out function of a compact H-hull is , with the branch asymptotic to at infinity. Its half-plane capacity is .
For and ,
If compact H-hulls satisfy , then
This follows from the Brownian representation of half-plane capacity or from composition of their mapping-out functions.
If compact H-hulls satisfy and is the bounded filling of , then
In particular, inclusion is strict exactly when the capacity increase is positive.
If is the first exit time of planar Brownian motion from , then
It follows by applying the optional sampling theorem for a supermartingale to the harmonic function .
There is a universal constant such that every compact H-hull satisfies
Translate and scale so the hull lies in a unit half-disc, then use the Brownian representation of half-plane capacity and the harmonic measure of that half-disc as viewed from .
For with ,
Indeed, the imaginary part at the Brownian exit point is at most one and the probability of reaching the radius- neighbourhood containing the rectangle from is . Consequently has capacity although its diameter tends to two.
A growing hull is parameterized by half-plane capacity when . The factor two makes its Chordal Loewner equation take the conventional form .
If approaches a point of a compact H-hull , then
The real part need not converge: the two sides of a vertical slit have distinct real boundary values under its mapping-out function.
A chordal Loewner chain is an increasing family of compact H-hulls, usually parameterized by half-plane capacity, whose mapping-out functions evolve according to the Chordal Loewner equation.
Conditionally on the entire past up to , the future domains mapped and centered by have the original chain law and are independent of that past. For Schramm–Loewner evolution this follows from independent stationary Brownian motion increments and the composition rule for chordal Loewner driving functions. The Strong Markov property gives the version at almost surely finite stopping times.
Suppose a chordal SLE trace stays in the open complex upper half-plane at every positive time almost surely. For every deterministic rational time , the domain Markov property of a chordal Loewner chain makes its mapped and centered future a fresh SLE, so its positive-time future stays in the open half-plane as well. The inverse mapping-out function then places that future outside the entire old hull. Intersecting these probability-one events over rational rules out every self-intersection: if two times shared a trace point, choose rational strictly between them. This proves simplicity using the allowed boundary-avoidance assertion for .
For a Loewner chain with half-plane capacity , scale invariance means has the original law for every . Its mapping-out maps are and its Loewner driving function is . This follows by differentiating the Chordal Loewner equation. Brownian scaling gives this property for Schramm–Loewner evolution.
When the indicated limit exists continuously and the hulls are generated by its past, it defines the trace of the Loewner chain. The hull includes the curve up to time and any regions it disconnects from infinity. Therefore swallowing a point by is different from visiting that point by the Loewner trace. For SLE, the continuous trace is part of its basic existence theory.
For a continuous Loewner trace generating its hulls, the inverse mapping-out function of a compact H-hull extends continuously to the closed complex upper half-plane. The finite trace is a continuous map image of an interval, and the boundary of its unbounded complementary component has local connectedness; the Caratheodory boundary extension theorem gives the extension. In particular , while maps the open complex upper half-plane into . This is the deterministic boundary-extension input of Rohde and Schramm, Theorem 4.1. Under a Conformal Markov property of SLE restart, this relates boundary contacts of the mapped future to contacts with the old hull, without assuming the old trace is simple.
The local growth property says that, after mapping out the hull at time , the new hull grown during a short interval has diameter tending uniformly to zero with the interval length. It ensures that the growth is described by one continuous boundary point.
An increasing family of compact H-hulls of half-plane capacity 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.
The Loewner differential equation describes a growing family of simply connected planar domains through ordinary differential equations for their normalized conformal maps.
For a capacity-parameterized locally growing hull family,
where the continuous real function is the Loewner driving function.
With half-plane capacity , and , differentiating gives the displayed identity. The translation by the driver cancels in the Green function. This rank-one covariance loss balances the quadratic covariation of the harmonic mean in the SLE4 coupling with a Gaussian free field.
For a real point away from the initial driver, this is the maximal lifetime of the real solution . 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 continuous chordal SLE trace started at zero, hitting the real interval is equivalent to finite boundary-point swallowing time for a Loewner chain at . A boundary crosscut may swallow all points between its endpoints without visiting them individually. The Boundary-point Bessel flow for SLE determines the probability of this event.
For a continuous Loewner driving function , is the maximal lifetime of in the complex upper half-plane under the Chordal Loewner equation. A finite lifetime has as : 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.
The Loewner driving function is the real boundary point at which the mapped-out hull grows. Scaling the hulls by and time by transforms it to .
Suppose the mapped increments have real-centred enclosing radii bounded by a nondecreasing modulus . Nested closures define the unique growing real point . For , its preimage belongs to . The uniform displacement estimate for a mapping-out function gives , while . Letting with proves the displayed estimate. It proves uniform continuity of the Loewner transform on each bounded time interval without evaluating a conformal map on a rough boundary.
The domains of a capacity-parametrized Loewner chain determine their hydrodynamically normalized mapping-out functions of compact H-hulls. At a surviving point, the Chordal Loewner equation gives . For a continuous driver and , the left derivative uses only the hull past. High points , , survive up to any fixed finite time for sufficiently large , making this a countable local reconstruction of the driver and its past filtration.
After time , map remaining domains by . The new mapping-out function at elapsed time is . Direct differentiation of the Chordal Loewner equation proves that its driver is , and its half-plane capacity is . Defining transformed hulls as complements of transformed domains avoids ambiguity at the old hull boundary.
For the Chordal Loewner equation driven by , the hull is a straight slit whose endpoint is proportional to . Put and . Its inverse map is
using upper-half-plane branches. The interval between the two real roots maps onto the two sides of a segment of argument .
For a real before its swallowing time,
It lies in and decreases with time.
For every , if is , then has the same law. Its driving function is , which has the same law as by Brownian scaling.
For a chordal SLE trace , the Scaling invariance of SLE makes independent of . The trace must enter the upper half-plane because its positive-time hull has positive half-plane capacity. Letting therefore makes this probability one, and continuity implies that every positive height is reached. This argument does not assume Transience of chordal SLE.
Conditionally on an initial segment through time , mapping out that segment by turns the future into an independent in . This follows because its driving function is , and Brownian motion has stationary increments and independent increments.
The conformal Markov property gives the continuous Loewner driver stationary independent increments. Scale invariance removes its deterministic drift. Therefore
for a standard Brownian motion and a constant .
Chordal SLE is defined on any simply connected domain with two marked boundary points by applying a conformal map from the upper half-plane. Its law is independent of the chosen map, up to a deterministic change of parameterization.
A scale is a conformal bijection sending a marked starting boundary point to zero and target boundary point to infinity in the complex upper half-plane. A curve is SLE in that scale when its image is ordinary SLE using the half-plane-capacity parameterization of that image.
A random curve from to infinity in the complex upper half-plane has the chordal restriction property when, for every admissible compact H-hull avoiding zero, the conditional law of given equals the original law of . Here fixes zero and has derivative one at infinity.
A conformally invariant random chordal filling has exponent when its avoidance probability for every admissible hull is the displayed power, where fixes zero and has derivative one at infinity. Composition of two hull-removing maps and the chain rule make conditional image avoidance probabilities the same as unconditional ones. The avoidance probabilities determine a chordal filling law principle therefore implies the chordal restriction property. Independent unions followed by filling add exponents, since avoidance probabilities multiply.
A chordal filling is the closed connected set obtained from a proper boundary-to-boundary path by adding complementary pockets disconnected from both boundary arcs between its marked endpoints. In it meets the boundary only at zero and infinity and leaves two complementary simply connected sides, adjacent to the negative and positive real axes. Equivalently it is full with respect to the two marked boundary arcs. This definition uses the prime ends of a general simply connected domain and is preserved by conformal maps.
The probabilities that a random chordal filling avoids each admissible compact H-hull away from zero determine its law as an unparameterized closed set. Each point of its complement can be joined to the relevant real boundary arc through the complement and lies in a thin rational polygonal tube attached to that arc. These countably many hull tests recover the complement. Their joint avoidance events are tested by filled finite unions; if a union separates zero from infinity, the joint avoidance event is empty. Otherwise connectedness makes avoidance of the union equivalent to avoidance of its filled hull. Thus individual hull probabilities give every finite joint indicator distribution and determine the random complement.
Suppose a random proper simple curve from zero to infinity has the displayed avoidance probability for every admissible compact H-hull , with fixed . Put . For another admissible hull in the image complex upper half-plane, map composition and the chain rule give for . The conditional image curve therefore has avoidance probabilities , exactly those of the original. Since avoidance probabilities determine a simple chordal curve law, the conditional image law agrees with the original. This is the chordal restriction property.
For random proper simple curves from to infinity in the complex upper half-plane, the probabilities of avoiding every compact H-hull whose closure excludes zero determine the unparameterized trace law. Every point off a simple chordal curve can be connected to a real boundary interval away from zero within one side of its complement. A countable collection of thin rational polygonal tubes attached to that interval therefore recovers the complement from its avoidance indicators. Joint avoidance of finitely many tubes reduces to avoidance of their filled union. If the union blocks every path from zero to infinity the joint event is empty; otherwise filling pockets does not change the avoidance event. The inclusion-exclusion principle gives all finite indicator distributions. These determine the random complement and hence the trace. Simplicity and properness are hypotheses; the assertion is not a general determination theorem for arbitrary random closed sets.
For chordal and an admissible hull , let map out the image of after removing the SLE hull. Then
stopped when the trace meets is a bounded martingale. Its terminal value yields the avoidance probability
The locality property says that an SLE does not detect a hull lying away from its starting point until the curve reaches that hull. Among chordal Schramm-Loewner evolutions, this property holds for .
A scale-invariant law of unparameterized chords from zero to infinity in the complex upper half-plane is local when a boundary-preserving conformal map between neighborhoods of zero, fixing zero, transports its curve stopped on leaving the first neighborhood to the same-law curve stopped on leaving the second. Equality concerns the stopped curves up to increasing reparameterization. For SLE with parameter six, the transformed SLE driving function is a continuous local martingale with bracket six times the image capacity clock. The Lévy characterization of Brownian motion makes that driver Brownian in the new clock, proving the local stopped-curve invariance.
Changing the target boundary point by a conformal automorphism of the upper half-plane preserves the local chordal SLE law at parameter six, up to a capacity time change and until the relevant boundary point is swallowed. The transformed SLE driving function has zero drift at six; the Dambis-Dubins-Schwarz theorem makes it Brownian in image capacity time.
At parameter six, changing a boundary target preserves the initial unparameterized SLE law until the growing hull separates the two possible targets. After separation, each curve continues in the complementary component whose boundary contains its own target. A curve targeted at infinity follows the unbounded component, whereas a finite separated target lies on a different component. The target-change locality of SLE6 proof no longer applies: its conformal automorphism of the upper half-plane conjugates corresponding surviving domains only before this separation. A zero drift before contact does not give equality of complete curve laws afterwards.
The trace of is simple for , has self-intersections without being space-filling for , and is space-filling for . The thresholds arise from the Boundary-point Bessel flow for SLE and estimates for the Loewner chain near its driving point.
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.
For , the probability that chordal approaches an interior point to conformal radius at most is, on compact subsets of , comparable to
where is the SLE Green function. The positive exponent implies that the trace has zero planar Lebesgue measure.
For chordal in ,
Indeed, is a bounded martingale whose terminal value is zero or according to the side on which the trace passes.
Chordal intersects the domain boundary away from its endpoints exactly when . The centered image of a boundary point is a Bessel process of dimension , which hits zero exactly below dimension two.
For , the Boundary-point Bessel flow for SLE and the SLE boundary swallowing criterion imply that the full Loewner trace hits the positive real axis almost surely. Every fixed open interval in that axis has positive hitting probability: its countably many dilates cover the axis, while Scaling invariance of SLE makes all their hitting probabilities equal. Reflection gives the corresponding negative-axis statement. Together with the domain Markov property of a chordal Loewner chain, this produces visits to the old Loewner trace boundary in a mapped future domain.
The chordal SLE Loewner trace eventually leaves every bounded subset of the complex upper half-plane. For , its time-one compact H-hull is a simple slit and does not contain a half-disc. Instead, the boundary approach forces a small SLE Bessel gap estimate shows that every fixed nonzero real point is outside the closure of the full Loewner trace. After mapping out the initial simple slit, the starting point has two distinct real prime end images. A fresh independent SLE avoids approaching either image, so the original future stays a positive distance from its starting point. Scaling invariance of SLE gives , and decreasing-event continuity proves escape from every fixed disc. The separate argument based on a swallowed half-disc at positive time applies in the nonsimple regime ; it must not be applied to a simple slit. The critical parameters require their own limiting or trace-existence arguments.
For a continuous driver and terminal time , the reverse Loewner flow solves
It satisfies .
For the reverse flow, write . Then
is a nonnegative local martingale and hence a supermartingale.
If , then for every and fixed , there is an almost surely finite random such that
for and . The proof combines the derivative martingale, Markov inequality, a dyadic lattice, the Borel-Cantelli lemmas, and the Koebe distortion theorem.
For chordal , the centered image of a real boundary point, divided by , evolves as a Bessel process of dimension
Its first hit of zero is the time at which the point is swallowed by the Loewner hull.
For and , stop the simple chordal SLE trace on first entering the radius- half-disc about , with . A crosscut from its tip to separates the positive-side boundary arc containing from infinity. Harmonic measure comparison with the half-disc bounds the length of that arc's mapped interval, , by a universal constant times . This centered boundary image is a positive Bessel process of dimension and has a strictly positive all-time minimum. Hence the full trace stays a positive distance from each fixed nonzero real point. Reflection gives the negative-side version.
For , let . Before the first boundary-point swallowing time for a Loewner chain, the ratio obeys
The clock removes the denominator. An increasing scale function of a one-dimensional diffusion is . For the endpoint represents strict swallowing; escape at infinite clock represents simultaneous swallowing.
For , almost surely the positive-boundary swallowing times satisfy simultaneously for every . The SLE two-boundary-point ratio diffusion has unbounded scale, ruling out escape before hitting . For , its total scale is finite, and the simultaneous-swallowing probability is . At , fixed positive points have infinite swallowing times.
A continuous capacity-parameterized Loewner trace with finite, strictly ordered positive swallowing times visits every positive real point. An unvisited swallowed point has an interval disjoint from the compact trace up to its swallowing time; that interval is swallowed simultaneously, contradicting strict order. Reflection yields the negative-axis conclusion for chordal SLE at .
For two boundary points , let and set . After the clock , the Dambis-Dubins-Schwarz theorem gives
This one-dimensional diffusion process compares the swallowing times of nearby boundary points.
For every , the probability that a chordal trace in passes through is zero. The SLE boundary-point logarithmic separation diffusion shows that the chance for to be swallowed strictly before a nearby point tends to zero as that point approaches ; Scaling invariance of SLE and reflection then handle every nonzero .
For , couple Bessel flows with the same Brownian motion and let . Then
It is the probability that the SLE hull swallows the chosen point on the negative side before the point on the positive side.

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Schramm–Loewner evolution (SLE) is a mathematical framework used to describe certain conformally invariant processes in statistical physics and complex analysis. It was introduced by Oded Schramm in 2000 as a method for understanding the scaling limits of random planar processes, such as percolation, random walks, and the interfaces of various models in statistical mechanics.