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Stochastic Komatu–Loewner evolutions and BMD domain constant

Author

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  • Chen, Zhen-Qing
  • Fukushima, Masatoshi

Abstract

For Komatu–Loewner equation on a standard slit domain, we randomize the Jordan arc in a manner similar to that of Schramm (2000) to find the SDEs satisfied by the induced motion ξ(t) on ∂H and the slit motion s(t). The diffusion coefficient α and drift coefficient b of such SDEs are homogeneous functions.

Suggested Citation

  • Chen, Zhen-Qing & Fukushima, Masatoshi, 2018. "Stochastic Komatu–Loewner evolutions and BMD domain constant," Stochastic Processes and their Applications, Elsevier, vol. 128(2), pages 545-594.
    • Handle: RePEc:eee:spapps:v:128:y:2018:i:2:p:545-594
    DOI: 10.1016/j.spa.2017.05.007
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    References listed on IDEAS

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    1. Chen, Zhen-Qing & Fukushima, Masatoshi & Suzuki, Hiroyuki, 2017. "Stochastic Komatu–Loewner evolutions and SLEs," Stochastic Processes and their Applications, Elsevier, vol. 127(6), pages 2068-2087.
    2. Chen, Zhen-Qing & Fukushima, Masatoshi, 2015. "One-point reflection," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1368-1393.
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    Cited by:

    1. Murayama, Takuya, 2019. "Chordal Komatu–Loewner equation for a family of continuously growing hulls," Stochastic Processes and their Applications, Elsevier, vol. 129(8), pages 2968-2990.

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