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SLE and α-SLE driven by Lévy processes

SLE and \(\alpha \)-SLE driven by Lévy processes
Authors: Guan, Qing-Yang; Winkel, Matthias;

SLE and α-SLE driven by Lévy processes

Abstract

Stochastic Loewner Evolutions (SLE) with a multiple sqrt(kappa)B of Brownian motion B as driving process are random planar curves (if kappa<=4) or growing compact sets generated by a curve (if kappa>4). We consider here more general Levy processes as driving processes and obtain evolutions expected to look like random trees or compact sets generated by trees, respectively. We show that when the driving force is of the form sqrt(kappa)B+theta^(1/alpha)S for a symmetric alpha-stable Levy process S, the cluster has zero or positive Lebesgue measure according to whether kappa<=4 or kappa>4. We also give mathematical evidence that a further phase transition at alpha=1 is attributable to the recurrence/transience dychotomy of the driving Levy process. We introduce a new class of evolutions that we call alpha-SLE. They have alpha-self-similarity properties for alpha-stable Levy driving processes. We show the phase transition at a critical coefficient theta=theta_0(alpha) analogous to the kappa=4 phase transition.

34 pages

Country
United Kingdom
Related Organizations
Keywords

Lévy process, self-similarity, Probability (math.PR), α-stable process, Applications of stochastic analysis (to PDEs, etc.), \(\alpha \)-stable process, stochastic Loewner evolution, Stochastic Loewner evolution, Processes with independent increments; Lévy processes, Stochastic ordinary differential equations (aspects of stochastic analysis), Probabilistic potential theory, Stable stochastic processes, 60J45, FOS: Mathematics, 60H10, 60G51; 60G52; 60H10; 60J45, hitting times, Mathematics - Probability, 60G51, 60G52

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
Green
hybrid
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