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Schramm–Loewner evolution

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SLE depends on a choice of Brownian motion on the boundary of the domain, and there are several variations depending on what sort of Brownian motion is used: for example it might start at a fixed point, or start at a uniformly distributed point on the unit circle, or might have a built in drift, and
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Percolation interface: Make a lozenge of equally sized hexagons in the plane. Color its upper and left side with black, and the lower and right side with white. Then color the other hexagons “white” or “black” independently with equal probability 1/2. There is a boundary between the black and the
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inherent in such stochastic processes together make it possible to encode these planar curves into a one-dimensional Brownian motion running on the boundary of the domain (the driving function in Loewner's differential equation). This way, many important questions about the planar models can be
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The two domains most commonly used in Schramm–Loewner evolution are the upper half plane and the unit disk. Although the Loewner differential equation in these two cases look different, they are equivalent up to changes of variables as the unit disk and the upper half plane are conformally
2835:{\displaystyle \mathbb {P} ={\frac {1}{2}}+{\frac {\Gamma ({\frac {4}{\kappa }})}{{\sqrt {\pi }}\,\Gamma ({\frac {8-\kappa }{2\kappa }})}}{\frac {x_{0}}{y_{0}}}\,_{2}F_{1}\left({\frac {1}{2}},{\frac {4}{\kappa }},{\frac {3}{2}},-\left({\frac {x_{0}}{y_{0}}}\right)^{2}\right)} 1328: 1170: 1463: 3154: 1569: 1723: 213:
models that exhibit conformal invariance. The SLE curves are the scaling limits of interfaces and other non-self-intersecting random curves in these models. The main idea is that the conformal invariance and a certain
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by Lawler, Schramm and Werner. This allowed derivation of many quantitative properties of loop-erased random walk (some of which were derived earlier by Richard Kenyon). The related random
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equivalent. However a conformal equivalence between them does not preserve the Brownian motion on their boundaries used to drive Schramm–Loewner evolution.
1620: 5532: 5542: 5216: 4665: 2220:, which is related to curves joining a point on the boundary of a domain to a point in the interior (often curves joining 1 and 0 in the unit disk). 2209:, which is related to curves connecting two points on the boundary of a domain (usually the upper half plane, with the points being 0 and infinity). 5226: 5584: 3775:
Lawler, Gregory F.; Schramm, Oded; Werner, Wendelin (2004). "Conformal invariance of planar loop-erased random walks and uniform spanning trees".
5299: 5481: 3592: 224: 5771: 5761: 5284: 4467: 4416: 4286: 4091: 4054: 5671: 5635: 2172:. In other words, Schramm–Loewner evolution is a probability measure on planar curves, given as the image of Wiener measure under this map. 2313: 198: 5588: 5939: 5676: 4786: 4687: 4636: 5741: 5319: 5289: 2378: 151:, which gives a family of random curves from a fixed boundary point to a fixed interior point. These curves are defined to satisfy 5592: 5576: 3726:
Garban, Christophe; Pete, Gábor; Schramm, Oded (2013). "Pivotal, cluster and interface measures for critical planar percolation".
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Smirnov, Stanislav (2001). "Critical percolation in the plane: conformal invariance, Cardy's formula, scaling limits".
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Schramm, Oded; Steif, Jeffrey E. (2010). "Quantitative noise sensitivity and exceptional times for percolation".
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controls the rate of diffusion of the Brownian motion, and the behavior of SLE depends critically on its value.
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There are two versions of SLE, using two families of curves, each depending on a non-negative real parameter
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Kager, Wouter; Nienhuis, Bernard (2004), "A Guide to Stochastic Loewner Evolution and its Applications",
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for percolation. This breakthrough, in turn, allowed further analysis of many aspects of this model.
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Smirnov, Stanislav; Werner, Wendelin (2001). "Critical exponents for two-dimensional percolation".
2481: 2323: 2059: 4572: 4527: 4175: 1458:{\displaystyle {\frac {\partial f_{t}(z)}{\partial t}}={\frac {2f_{t}^{\prime }(z)}{\zeta (t)-z}}} 275: 5886: 5851: 5766: 5736: 5506: 5501: 5324: 5161: 4826: 4764: 4703: 4606: 4588: 4561: 4543: 4496: 4445: 4386: 4366: 4338: 4259: 4213: 4187: 4112: 4030: 4004: 3948: 3922: 3899: 3873: 3785: 3754: 3736: 3708: 3690: 3662: 3644: 3616: 3547: 3494: 3468: 3460: 3442: 3416: 3398: 3259: 2348: 2299: 206: 194: 152: 95: 5567: 908: 866: 337: 2357: = 8 corresponds to the path separating the uniform spanning tree from its dual tree. 953: 533: 5906: 5711: 5362: 5119: 5036: 5005: 4898: 4878: 4868: 4724: 4719: 4643: 4463: 4412: 4282: 4087: 4050: 3520: 3312: 3279: 3271: 3263: 3252: 3012: 572: 5572: 5309: 3149:{\displaystyle {\frac {\kappa }{2}}\partial _{ww}h(w)+{\frac {4w}{w^{2}+1}}\partial _{w}h=0.} 2848: 1597: 1353:
is the upper half plane the Loewner equation differs from this by changes of variable and is
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Besides UST and LERW, the Schramm–Loewner evolution is conjectured or proven to describe the
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Schramm, Oded; Sheffield, Scott (2005), "Harmonic explorer and its convergence to SLE4.",
2303: 1564:{\displaystyle {\dfrac {\partial g_{t}(z)}{\partial t}}={\dfrac {2}{g_{t}(z)-\zeta (t)}}.} 215: 183: 156: 5706: 4938: 4026: 2322: = 4 corresponds to the path of the harmonic explorer and contour lines of the 840: 220: 4400: 4299: 4129: 4018: 3936: 3827: 3604: 3561: 3508: 3412: 17: 5896: 5861: 5781: 5387: 5134: 5051: 5020: 5015: 4995: 4985: 4928: 4923: 4903: 4883: 4848: 4816: 4799: 4318:, Studia Mathematica/Mathematische Lehrbücher, vol. 15, Vandenhoeck & Ruprecht 4163: 4138: 4125: 4108: 2866: 2366: 1793: 1336: 1002: 982: 765: 629: 578: 427: 366: 317: 244: 4557: 3569: 3516: 5959: 5798: 5339: 5176: 5171: 5129: 5071: 4893: 4809: 4749: 4610: 4275: 4263: 3758: 3620: 3225: 269: 190: 120: 4565: 4370: 3952: 3750: 3712: 5856: 5818: 5372: 5304: 5193: 5188: 5000: 4933: 4908: 4744: 4378: 4324: 4217: 4167: 4034: 3666: 3472: 3275: 2330:
white, running from bottom left to top right. The scaling limit of the boundary is
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given by the Loewner equation as in the previous section, for the driving function
1718:{\displaystyle f_{t}(\zeta (t))=\gamma (t){\text{ or }}\zeta (t)=g_{t}(\gamma (t))} 223:. Indeed, several mathematically non-rigorous predictions made by physicists using 163: 5436: 4155: 3903: 4327:(2000), "Scaling limits of loop-erased random walks and uniform spanning trees", 4077: 5901: 5420: 5415: 5410: 5400: 5203: 5144: 5139: 5103: 4863: 4754: 3704: 3293: 3229: 202: 179: 4511: 3456: 5911: 5451: 5395: 5279: 4602: 4201: 3944: 3910: 3658: 4316:
Univalent functions, with a chapter on quadratic differentials by Gerd Jensen
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has the restriction property and is conjectured to be the scaling limit of
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which gives a family of random curves from two fixed boundary points, and
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controlling how much the curve turns. There are two main variants of SLE,
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of the paths (with probability 1) is equal to min(2, 1 + 
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Generalized autoregressive conditional heteroskedasticity (GARCH) model
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Schramm–Loewner evolution on the upper half plane with hue indicating
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Kenyon, Richard (2000). "Long range properties of spanning trees".
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When SLE corresponds to some conformal field theory, the parameter
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Smirnov, Stanislav (2001). "Critical percolation in the plane".
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has the locality property. This arises in the scaling limit of
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on the triangular lattice and conjecturally on other lattices.
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Beffara, Vincent (2008), "The dimension of the SLE curves",
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is parameterized by "capacity", then Loewner's equation is
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Autoregressive conditional heteroskedasticity (ARCH) model
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to obtain the following partial differential equation for
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In general the curve γ need not be simple, and the domain
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Independent and identically distributed random variables
4487:(2005), "Conformal restriction and related questions", 2936:. This was derived by using the martingale property of 1834:
is a Brownian motion of diffusivity zero. The function
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Autoregressive integrated moving average (ARIMA) model
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of various stochastic processes in the plane, such as
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to simulate Schramm Loewner Evolution planar curves.
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starting on the boundary (a continuous function with
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Vol. I 3251:that the boundary of planar Brownian motion has 2056:is the upper half-plane with the line from 0 to 3389:Schramm, Oded (2001a), "Percolation formula.", 3278:, this led to the determination of many of the 3213:{\displaystyle 1-{\tfrac {1}{\pi }}\arg(z_{0})} 2455: < 1 corresponds to two values of 2146:{\displaystyle \zeta (t)={\sqrt {\kappa }}B(t)} 523:{\displaystyle D_{t}=D\smallsetminus \gamma ()} 170:) as a conjectured scaling limit of the planar 2095:Schramm–Loewner evolution is the random curve 4688: 4438:Lectures on probability theory and statistics 4385:, Eur. Math. Soc., Zürich, pp. 513–543, 2471: 2468: 8: 4661:Conformally Invariant Scaling Limits and SLE 4079:Conformally invariant processes in the plane 3368:Computer programs (Matlab) are presented in 2302:. A version of it is the outer boundary of 1975:{\displaystyle g_{t}(z)={\sqrt {z^{2}+4t}}} 1912:{\displaystyle f_{t}(z)={\sqrt {z^{2}-4t}}} 1854:is thus identically zero almost surely and 1810:be the upper half plane and consider an SLE 5227:Autoregressive–moving-average (ARMA) model 4695: 4681: 4673: 4648:: CS1 maint: location missing publisher ( 4301:Introduction to Schramm–Loewner evolutions 3913:(2005), "SLE for theoretical physicists", 3248: 626:is a suitable normalized isomorphism from 4592: 4547: 4510: 4500: 4449: 4390: 4374:Schramm's original paper, introducing SLE 4352: 4342: 4191: 4154: 4116: 4008: 3926: 3877: 3835: 3789: 3740: 3694: 3648: 3551: 3540:Comptes Rendus de l'Académie des Sciences 3498: 3446: 3402: 3353:{\displaystyle d=1+{\frac {\kappa }{8}}.} 3337: 3323: 3201: 3176: 3168: 3131: 3112: 3097: 3073: 3059: 3057: 3028: 3020: 2978: 2968: 2967: 2944: 2889: 2879: 2874: 2850: 2821: 2809: 2799: 2793: 2772: 2759: 2746: 2735: 2725: 2724: 2715: 2705: 2699: 2670: 2663: 2656: 2641: 2632: 2619: 2607: 2598: 2588: 2587: 2585: 2560: 2559: 2550: 2537: 2521: 2515: 2492:Left passage probability formulas for SLE 2388: 2380: 2124: 2107: 2069: 2061: 2040: 2034: 2011: 1988: 1955: 1949: 1931: 1925: 1892: 1886: 1868: 1862: 1839: 1819: 1795: 1766: 1760: 1739: 1733: 1691: 1667: 1628: 1622: 1599: 1579: 1524: 1513: 1483: 1472: 1470: 1417: 1412: 1402: 1373: 1363: 1361: 1338: 1298: 1262: 1239: 1224: 1190: 1179: 1177: 1118: 1103: 1098: 1059: 1049: 1047: 1024: 1004: 984: 955: 916: 910: 874: 868: 842: 816: 790: 767: 746: 740: 719: 713: 692: 686: 657: 651: 631: 610: 604: 580: 535: 481: 475: 449: 429: 388: 368: 339: 319: 299: 280: 279: 277: 246: 60: 36: 2575: 2275:) is space-filling (with probability 1). 2164:) is Brownian motion on the boundary of 2021:{\displaystyle \gamma (t)=2i{\sqrt {t}}} 135:, it gives a family of random curves in 3381: 2477: 2463:between 0 and 4, and a "dual" value 16/ 674: 167: 5533:Doob's martingale convergence theorems 4641: 4581:Communications in Mathematical Physics 3770: 3768: 3585:"Scaling relations for 2D-percolation" 227:have been proven using this strategy. 5285:Constant elasticity of variance (CEV) 5275:Chan–Karolyi–Longstaff–Sanders (CKLS) 4111:(2007), "Schramm–Loewner Evolution", 3315:of a curve by the following relation 7: 3241:Lawler, Schramm & Werner (2001b) 3001:{\displaystyle h(x,y):=\mathbb {P} } 735:, which is a conformal mapping from 417:{\displaystyle \gamma ((0,\infty ))} 5772:Skorokhod's representation theorem 5553:Law of large numbers (weak/strong) 4637:University of California, Berkeley 4045:, in Kaimanovich, Vadim A. (ed.), 4027:10.1023/B:JOSS.0000028058.87266.be 3128: 3070: 3043:{\displaystyle w:={\tfrac {x}{y}}} 2925:{\displaystyle _{2}F_{1}(a,b,c,d)} 2852: 2664: 2635: 2281: = 2 corresponds to the 1500: 1476: 1390: 1366: 1207: 1183: 1076: 1052: 837:, and the boundary values at time 571:is simply connected and therefore 405: 131:and a domain in the complex plane 25: 5742:Martingale representation theorem 2510:being on the left of fixed point 2372:of the conformal field theory by 2253:) is simple (with probability 1). 979:taking values in the boundary of 5787:Stochastic differential equation 5677:Doob's optional stopping theorem 5672:Doob–Meyer decomposition theorem 4625:Lawler; Schramm; Werner (2001), 3274:. Combined with earlier work of 5657:Convergence of random variables 5543:Fisher–Tippett–Gnedenko theorem 3751:10.1090/S0894-0347-2013-00772-9 3266:was proved to be related to SLE 1019:is the unit disk and the curve 5255:Binomial options pricing model 4277:The Fractal Geometry of Nature 3307:Rohde and Schramm showed that 3207: 3194: 3091: 3085: 2995: 2980: passes to the left  2972: 2961: 2949: 2919: 2895: 2693: 2667: 2651: 2638: 2613: 2600: passes to the left  2592: 2501:The probability of chordal SLE 2421: 2409: 2406: 2391: 2260: < 8 the curve γ( 2249: < 4 the curve γ( 2140: 2134: 2118: 2112: 1999: 1993: 1943: 1937: 1880: 1874: 1712: 1709: 1703: 1697: 1681: 1675: 1664: 1658: 1649: 1646: 1640: 1634: 1551: 1545: 1536: 1530: 1495: 1489: 1443: 1437: 1429: 1423: 1385: 1379: 1310: 1304: 1288: 1282: 1274: 1268: 1252: 1246: 1236: 1230: 1202: 1196: 1150: 1144: 1130: 1124: 1115: 1109: 1071: 1065: 966: 960: 928: 922: 886: 880: 558: 555: 543: 540: 517: 514: 502: 499: 411: 408: 396: 393: 350: 344: 78: 75: 72: 66: 53: 44: 1: 5722:Kolmogorov continuity theorem 5558:Law of the iterated logarithm 4558:10.1016/S0370-2693(02)02423-1 4330:Israel Journal of Mathematics 4180:Mathematical Research Letters 4156:10.1090/S0273-0979-08-01229-9 4084:American Mathematical Society 3570:10.1016/S0764-4442(01)01991-7 3517:10.1016/S0764-4442(01)01991-7 2079:{\displaystyle 2i{\sqrt {t}}} 677:, p. 121) in his work on the 237:Loewner differential equation 219:translated into exercises in 186:in a series of joint papers. 5727:Kolmogorov extension theorem 5406:Generalized queueing network 4914:Interacting particle systems 4131:Stochastic Loewner Evolution 3977:Gutlyanskii, V.Ya. (2001) , 3300:was shown to converge to SLE 3288:was shown to converge to SLE 1782:are extended by continuity. 947:. The equation depends on a 287:{\displaystyle \mathbb {C} } 108:stochastic Loewner evolution 4859:Continuous-time random walk 4076:Lawler, Gregory F. (2005), 4041:Lawler, Gregory F. (2004), 3984:Encyclopedia of Mathematics 3966:Encyclopedia of Mathematics 3705:10.4007/annals.2010.171.619 3247:to prove the conjecture of 2472:Bauer & Bernard (2002b) 2469:Bauer & Bernard (2002a) 2271: ≥ 8 the curve γ( 5987: 5867:Extreme value theory (EVT) 5667:Doob decomposition theorem 4959:Ornstein–Uhlenbeck process 4730:Chinese restaurant process 4512:10.1214/154957805100000113 3457:10.1214/009117905000000477 2300:self-avoiding random walks 1814:, so the driving function 940:{\displaystyle g_{0}(z)=z} 898:{\displaystyle f_{0}(z)=z} 356:{\displaystyle \gamma (0)} 234: 5935: 5747:Optional stopping theorem 5548:Large deviation principle 5300:Heath–Jarrow–Morton (HJM) 5237:Moving-average (MA) model 5222:Autoregressive (AR) model 5047:Hidden Markov model (HMM) 4981:Schramm–Loewner evolution 4603:10.1007/s00220-003-0881-x 4202:10.4310/mrl.2001.v8.n4.a1 4047:Random walks and geometry 3945:10.1016/j.aop.2005.04.001 3866:The Annals of Probability 3659:10.4310/mrl.2001.v8.n6.a4 2182:is not the complement of 2091:Schramm–Loewner evolution 972:{\displaystyle \zeta (t)} 564:{\displaystyle \gamma ()} 100:Schramm–Loewner evolution 5662:Doléans-Dade exponential 5492:Progressively measurable 5290:Cox–Ingersoll–Ross (CIR) 4654:( video of MSRI lecture) 4633:Lawrence Hall of Science 3959:Goluzina, E.G. (2001) , 18:Schramm–Loewner equation 5882:Mathematical statistics 5872:Large deviations theory 5702:Infinitesimal generator 5563:Maximal ergodic theorem 5482:Piecewise-deterministic 5084:Random dynamical system 4949:Markov additive process 3286:Loop-erased random walk 2934:hypergeometric function 2858:{\displaystyle \Gamma } 2283:loop-erased random walk 1607:{\displaystyle \gamma } 1032:{\displaystyle \gamma } 830:{\displaystyle t\geq 0} 785:In Loewner's equation, 597:Riemann mapping theorem 463:{\displaystyle t\geq 0} 307:{\displaystyle \gamma } 176:loop-erased random walk 5717:Karhunen–Loève theorem 5652:Cameron–Martin formula 5616:Burkholder–Davis–Gundy 5011:Variance gamma process 4658:Schramm, Oded (2001), 4143:Bull. Amer. Math. Soc. 3800:10.1214/aop/1079021469 3583:Kesten, Harry (1987). 3370:this GitHub repository 3354: 3214: 3150: 3044: 3002: 2926: 2859: 2836: 2568: 2442: 2168:, scaled by some real 2147: 2080: 2050: 2022: 1976: 1913: 1848: 1847:{\displaystyle \zeta } 1828: 1827:{\displaystyle \zeta } 1804: 1776: 1749: 1719: 1608: 1588: 1587:{\displaystyle \zeta } 1565: 1459: 1347: 1324: 1166: 1033: 1013: 993: 973: 941: 899: 857: 831: 805: 804:{\displaystyle z\in D} 776: 756: 729: 702: 667: 640: 620: 589: 573:conformally isomorphic 565: 524: 464: 438: 418: 377: 357: 328: 308: 288: 255: 225:conformal field theory 91: 85: 5847:Actuarial mathematics 5809:Uniform integrability 5804:Stratonovich integral 5732:Lévy–Prokhorov metric 5636:Marcinkiewicz–Zygmund 5523:Central limit theorem 5125:Gaussian random field 4954:McKean–Vlasov process 4874:Dyson Brownian motion 4735:Galton–Watson process 4669:(Slides from a talk.) 4312:Pommerenke, Christian 4071:on September 18, 2009 3435:Annals of Probability 3355: 3298:uniform spanning tree 3215: 3151: 3045: 3003: 2927: 2860: 2837: 2569: 2467:greater than 4. (see 2443: 2292: = 8/3, SLE 2256:For 4 <  2225:so on. The parameter 2148: 2081: 2051: 2049:{\displaystyle D_{t}} 2023: 1977: 1914: 1849: 1829: 1805: 1777: 1775:{\displaystyle g_{t}} 1750: 1748:{\displaystyle f_{t}} 1720: 1609: 1589: 1574:The driving function 1566: 1460: 1348: 1325: 1167: 1034: 1014: 994: 974: 942: 900: 858: 832: 806: 777: 757: 755:{\displaystyle D_{t}} 730: 728:{\displaystyle f_{t}} 703: 701:{\displaystyle g_{t}} 679:Bieberbach conjecture 668: 666:{\displaystyle D_{t}} 641: 621: 619:{\displaystyle f_{t}} 590: 566: 525: 465: 439: 419: 378: 358: 329: 314:is a simple curve in 309: 289: 256: 211:statistical mechanics 209:, and other critical 174:(UST) and the planar 172:uniform spanning tree 162:It was discovered by 125:statistical mechanics 86: 30: 5966:Stochastic processes 5922:Time series analysis 5877:Mathematical finance 5762:Reflection principle 5089:Regenerative process 4889:Fleming–Viot process 4704:Stochastic processes 4444:, pp. 107–195, 3322: 3167: 3056: 3019: 2943: 2873: 2849: 2584: 2514: 2379: 2349:critical percolation 2106: 2060: 2033: 1987: 1924: 1861: 1838: 1818: 1794: 1759: 1732: 1621: 1598: 1578: 1469: 1360: 1337: 1176: 1046: 1023: 1003: 983: 954: 909: 867: 841: 815: 789: 766: 739: 712: 685: 650: 630: 603: 579: 534: 474: 448: 428: 387: 367: 338: 318: 298: 276: 245: 231:The Loewner equation 199:critical Ising model 195:critical percolation 153:conformal invariance 127:. Given a parameter 35: 5917:Stochastic analysis 5757:Quadratic variation 5752:Prokhorov's theorem 5687:Feynman–Kac formula 5157:Markov random field 4805:Birth–death process 4489:Probability Surveys 4401:2006math......2151S 4019:2004JSP...115.1149K 3937:2005AnPhy.318...81C 3828:2000JMP....41.1338K 3729:J. Amer. Math. Soc. 3605:1987CMaPh.109..109K 3562:2001CRASM.333..239S 3509:2001CRASM.333..239S 3413:2001math......7096S 2482:Hausdorff dimension 2341: = 6, SLE 2324:Gaussian free field 1422: 1108: 856:{\displaystyle t=0} 363:on the boundary of 207:self-avoiding walks 5887:Probability theory 5767:Skorokhod integral 5737:Malliavin calculus 5320:Korn-Kreer-Lenssen 5204:Time series models 5167:Pitman–Yor process 4354:10.1007/BF02803524 4271:Mandelbrot, Benoît 4248:10.1007/BF01448091 4164:Lawler, Gregory F. 4139:Lawler, Gregory F. 4126:Lawler, Gregory F. 4109:Lawler, Gregory F. 4003:(5/6): 1149–1229, 3613:10.1007/BF01205674 3350: 3311:is related to the 3280:critical exponents 3264:triangular lattice 3210: 3186: 3146: 3040: 3038: 2998: 2922: 2855: 2832: 2564: 2438: 2365:is related to the 2245:For 0 ≤  2237:Special values of 2143: 2076: 2046: 2018: 1972: 1909: 1844: 1824: 1800: 1772: 1745: 1715: 1604: 1584: 1561: 1556: 1508: 1455: 1408: 1343: 1320: 1315: 1215: 1162: 1094: 1029: 1009: 989: 969: 937: 895: 853: 827: 801: 772: 752: 725: 698: 663: 636: 616: 585: 561: 520: 460: 434: 414: 373: 353: 324: 304: 284: 251: 203:double-dimer model 96:probability theory 92: 81: 5953: 5952: 5907:Signal processing 5626:Doob's upcrossing 5621:Doob's martingale 5585:Engelbert–Schmidt 5528:Donsker's theorem 5462:Feller-continuous 5330:Rendleman–Bartter 5120:Dirichlet process 5037:Branching process 5006:Telegraph process 4899:Geometric process 4879:Empirical process 4869:Diffusion process 4725:Branching process 4720:Bernoulli process 4536:Physics Letters B 4469:978-3-540-21316-1 4418:978-3-03719-022-7 4288:978-0-7167-1186-5 4281:, W. H. Freeman, 4093:978-0-8218-3677-4 4056:978-3-11-017237-9 3979:"Löwner equation" 3915:Annals of Physics 3888:10.1214/07-AOP364 3593:Comm. Math. Phys. 3345: 3313:fractal dimension 3272:Stanislav Smirnov 3253:fractal dimension 3249:Mandelbrot (1982) 3185: 3125: 3067: 3037: 2981: 2815: 2780: 2767: 2754: 2721: 2697: 2691: 2661: 2649: 2627: 2601: 2433: 2129: 2074: 2016: 1970: 1907: 1803:{\displaystyle D} 1670: 1555: 1507: 1453: 1397: 1346:{\displaystyle D} 1314: 1214: 1160: 1083: 1012:{\displaystyle D} 992:{\displaystyle D} 775:{\displaystyle D} 639:{\displaystyle D} 588:{\displaystyle D} 470:, the complement 444:), then for each 437:{\displaystyle D} 376:{\displaystyle D} 327:{\displaystyle D} 254:{\displaystyle D} 16:(Redirected from 5978: 5971:Complex analysis 5927:Machine learning 5814:Usual hypotheses 5697:Girsanov theorem 5682:Dynkin's formula 5447:Continuous paths 5355:Actuarial models 5295:Garman–Kohlhagen 5265:Black–Karasinski 5260:Black–Derman–Toy 5247:Financial models 5113:Fields and other 5042:Gaussian process 4991:Sigma-martingale 4795:Additive process 4697: 4690: 4683: 4674: 4668: 4653: 4647: 4639: 4613: 4596: 4568: 4551: 4542:(1–2): 135–138, 4523: 4514: 4504: 4485:Werner, Wendelin 4480: 4453: 4434:Werner, Wendelin 4429: 4409:10.4171/022-1/20 4394: 4373: 4356: 4346: 4319: 4307: 4306: 4291: 4280: 4266: 4242:(1–2): 103–121, 4233: 4220: 4195: 4172:Werner, Wendelin 4159: 4158: 4134: 4121: 4120: 4104: 4072: 4067:, archived from 4037: 4012: 3991: 3973: 3955: 3930: 3928:cond-mat/0503313 3906: 3881: 3872:(4): 1421–1452, 3850: 3849: 3846:10.1063/1.533190 3839: 3822:(3): 1338–1363. 3810: 3804: 3803: 3793: 3772: 3763: 3762: 3744: 3723: 3717: 3716: 3698: 3677: 3671: 3670: 3652: 3637:Math. Res. Lett. 3631: 3625: 3624: 3589: 3580: 3574: 3573: 3555: 3535: 3529: 3528: 3502: 3482: 3476: 3475: 3450: 3441:(6): 2127–2148, 3430: 3424: 3423: 3406: 3386: 3359: 3357: 3356: 3351: 3346: 3338: 3219: 3217: 3216: 3211: 3206: 3205: 3187: 3178: 3163:= 4, the RHS is 3155: 3153: 3152: 3147: 3136: 3135: 3126: 3124: 3117: 3116: 3106: 3098: 3081: 3080: 3068: 3060: 3049: 3047: 3046: 3041: 3039: 3030: 3007: 3005: 3004: 2999: 2982: 2979: 2971: 2931: 2929: 2928: 2923: 2894: 2893: 2884: 2883: 2864: 2862: 2861: 2856: 2841: 2839: 2838: 2833: 2831: 2827: 2826: 2825: 2820: 2816: 2814: 2813: 2804: 2803: 2794: 2781: 2773: 2768: 2760: 2755: 2747: 2740: 2739: 2730: 2729: 2722: 2720: 2719: 2710: 2709: 2700: 2698: 2696: 2692: 2690: 2682: 2671: 2662: 2657: 2654: 2650: 2642: 2633: 2628: 2620: 2612: 2611: 2602: 2599: 2591: 2574:was computed by 2573: 2571: 2570: 2565: 2563: 2555: 2554: 2542: 2541: 2526: 2525: 2480:showed that the 2447: 2445: 2444: 2439: 2434: 2432: 2424: 2389: 2152: 2150: 2149: 2144: 2130: 2125: 2085: 2083: 2082: 2077: 2075: 2070: 2055: 2053: 2052: 2047: 2045: 2044: 2027: 2025: 2024: 2019: 2017: 2012: 1981: 1979: 1978: 1973: 1971: 1960: 1959: 1950: 1936: 1935: 1918: 1916: 1915: 1910: 1908: 1897: 1896: 1887: 1873: 1872: 1853: 1851: 1850: 1845: 1833: 1831: 1830: 1825: 1809: 1807: 1806: 1801: 1781: 1779: 1778: 1773: 1771: 1770: 1754: 1752: 1751: 1746: 1744: 1743: 1724: 1722: 1721: 1716: 1696: 1695: 1671: 1668: 1633: 1632: 1613: 1611: 1610: 1605: 1593: 1591: 1590: 1585: 1570: 1568: 1567: 1562: 1557: 1554: 1529: 1528: 1515: 1509: 1506: 1498: 1488: 1487: 1474: 1464: 1462: 1461: 1456: 1454: 1452: 1432: 1421: 1416: 1403: 1398: 1396: 1388: 1378: 1377: 1364: 1352: 1350: 1349: 1344: 1329: 1327: 1326: 1321: 1316: 1313: 1303: 1302: 1277: 1267: 1266: 1241: 1229: 1228: 1216: 1213: 1205: 1195: 1194: 1181: 1171: 1169: 1168: 1163: 1161: 1159: 1139: 1119: 1107: 1102: 1084: 1082: 1074: 1064: 1063: 1050: 1038: 1036: 1035: 1030: 1018: 1016: 1015: 1010: 998: 996: 995: 990: 978: 976: 975: 970: 949:driving function 946: 944: 943: 938: 921: 920: 904: 902: 901: 896: 879: 878: 862: 860: 859: 854: 836: 834: 833: 828: 810: 808: 807: 802: 781: 779: 778: 773: 761: 759: 758: 753: 751: 750: 734: 732: 731: 726: 724: 723: 707: 705: 704: 699: 697: 696: 672: 670: 669: 664: 662: 661: 645: 643: 642: 637: 625: 623: 622: 617: 615: 614: 594: 592: 591: 586: 570: 568: 567: 562: 529: 527: 526: 521: 486: 485: 469: 467: 466: 461: 443: 441: 440: 435: 423: 421: 420: 415: 382: 380: 379: 374: 362: 360: 359: 354: 333: 331: 330: 325: 313: 311: 310: 305: 293: 291: 290: 285: 283: 263:simply connected 260: 258: 257: 252: 164:Oded Schramm 106:, also known as 90: 88: 87: 82: 65: 64: 21: 5986: 5985: 5981: 5980: 5979: 5977: 5976: 5975: 5956: 5955: 5954: 5949: 5931: 5892:Queueing theory 5835: 5777:Skorokhod space 5640: 5631:Kunita–Watanabe 5602: 5568:Sanov's theorem 5538:Ergodic theorem 5511: 5507:Time-reversible 5425: 5388:Queueing models 5382: 5378:Sparre–Anderson 5368:Cramér–Lundberg 5349: 5335:SABR volatility 5241: 5198: 5150:Boolean network 5108: 5094:Renewal process 5025: 4974:Non-homogeneous 4964:Poisson process 4854:Contact process 4817:Brownian motion 4787:Continuous time 4781: 4775:Maximal entropy 4706: 4701: 4657: 4640: 4624: 4621: 4616: 4571: 4549:math-ph/0206028 4526: 4483: 4470: 4451:math.PR/0303354 4442:Springer-Verlag 4432: 4419: 4377: 4344:math.PR/9904022 4323: 4310: 4304: 4294: 4289: 4269: 4231: 4223: 4162: 4137: 4124: 4107: 4094: 4075: 4057: 4040: 4010:math-ph/0312056 3994: 3976: 3961:"Löwner method" 3958: 3909: 3863: 3859: 3857:Further reading 3854: 3853: 3812: 3811: 3807: 3784:(1B): 939–995. 3774: 3773: 3766: 3735:(4): 939–1024. 3725: 3724: 3720: 3679: 3678: 3674: 3633: 3632: 3628: 3587: 3582: 3581: 3577: 3537: 3536: 3532: 3484: 3483: 3479: 3432: 3431: 3427: 3391:Electron. Comm. 3388: 3387: 3383: 3378: 3366: 3320: 3319: 3303: 3291: 3269: 3246: 3238: 3226:Cardy's formula 3224:= 6, we obtain 3197: 3165: 3164: 3127: 3108: 3107: 3099: 3069: 3054: 3053: 3017: 3016: 2941: 2940: 2885: 2876: 2871: 2870: 2847: 2846: 2805: 2795: 2789: 2788: 2745: 2741: 2731: 2723: 2711: 2701: 2683: 2672: 2655: 2634: 2603: 2582: 2581: 2576:Schramm (2001a) 2546: 2533: 2517: 2512: 2511: 2506: 2499: 2497: 2425: 2390: 2377: 2376: 2346: 2334: = 6. 2304:Brownian motion 2297: 2242: 2218: 2207: 2180: 2104: 2103: 2093: 2058: 2057: 2036: 2031: 2030: 1985: 1984: 1951: 1927: 1922: 1921: 1888: 1864: 1859: 1858: 1836: 1835: 1816: 1815: 1813: 1792: 1791: 1788: 1762: 1757: 1756: 1735: 1730: 1729: 1687: 1624: 1619: 1618: 1614:are related by 1596: 1595: 1576: 1575: 1520: 1519: 1499: 1479: 1475: 1467: 1466: 1433: 1404: 1389: 1369: 1365: 1358: 1357: 1335: 1334: 1294: 1278: 1258: 1242: 1220: 1206: 1186: 1182: 1174: 1173: 1140: 1120: 1075: 1055: 1051: 1044: 1043: 1021: 1020: 1001: 1000: 981: 980: 952: 951: 912: 907: 906: 870: 865: 864: 839: 838: 813: 812: 787: 786: 764: 763: 742: 737: 736: 715: 710: 709: 688: 683: 682: 653: 648: 647: 628: 627: 606: 601: 600: 577: 576: 532: 531: 477: 472: 471: 446: 445: 426: 425: 385: 384: 365: 364: 336: 335: 316: 315: 296: 295: 274: 273: 243: 242: 239: 233: 216:Markov property 184:Wendelin Werner 157:Markov property 118: 102:with parameter 56: 33: 32: 23: 22: 15: 12: 11: 5: 5984: 5982: 5974: 5973: 5968: 5958: 5957: 5951: 5950: 5948: 5947: 5942: 5940:List of topics 5936: 5933: 5932: 5930: 5929: 5924: 5919: 5914: 5909: 5904: 5899: 5897:Renewal theory 5894: 5889: 5884: 5879: 5874: 5869: 5864: 5862:Ergodic theory 5859: 5854: 5852:Control theory 5849: 5843: 5841: 5837: 5836: 5834: 5833: 5832: 5831: 5826: 5816: 5811: 5806: 5801: 5796: 5795: 5794: 5784: 5782:Snell envelope 5779: 5774: 5769: 5764: 5759: 5754: 5749: 5744: 5739: 5734: 5729: 5724: 5719: 5714: 5709: 5704: 5699: 5694: 5689: 5684: 5679: 5674: 5669: 5664: 5659: 5654: 5648: 5646: 5642: 5641: 5639: 5638: 5633: 5628: 5623: 5618: 5612: 5610: 5604: 5603: 5601: 5600: 5581:Borel–Cantelli 5570: 5565: 5560: 5555: 5550: 5545: 5540: 5535: 5530: 5525: 5519: 5517: 5516:Limit theorems 5513: 5512: 5510: 5509: 5504: 5499: 5494: 5489: 5484: 5479: 5474: 5469: 5464: 5459: 5454: 5449: 5444: 5439: 5433: 5431: 5427: 5426: 5424: 5423: 5418: 5413: 5408: 5403: 5398: 5392: 5390: 5384: 5383: 5381: 5380: 5375: 5370: 5365: 5359: 5357: 5351: 5350: 5348: 5347: 5342: 5337: 5332: 5327: 5322: 5317: 5312: 5307: 5302: 5297: 5292: 5287: 5282: 5277: 5272: 5267: 5262: 5257: 5251: 5249: 5243: 5242: 5240: 5239: 5234: 5229: 5224: 5219: 5214: 5208: 5206: 5200: 5199: 5197: 5196: 5191: 5186: 5185: 5184: 5179: 5169: 5164: 5159: 5154: 5153: 5152: 5147: 5137: 5135:Hopfield model 5132: 5127: 5122: 5116: 5114: 5110: 5109: 5107: 5106: 5101: 5096: 5091: 5086: 5081: 5080: 5079: 5074: 5069: 5064: 5054: 5052:Markov process 5049: 5044: 5039: 5033: 5031: 5027: 5026: 5024: 5023: 5021:Wiener sausage 5018: 5016:Wiener process 5013: 5008: 5003: 4998: 4996:Stable process 4993: 4988: 4986:Semimartingale 4983: 4978: 4977: 4976: 4971: 4961: 4956: 4951: 4946: 4941: 4936: 4931: 4929:Jump diffusion 4926: 4921: 4916: 4911: 4906: 4904:Hawkes process 4901: 4896: 4891: 4886: 4884:Feller process 4881: 4876: 4871: 4866: 4861: 4856: 4851: 4849:Cauchy process 4846: 4845: 4844: 4839: 4834: 4829: 4824: 4814: 4813: 4812: 4802: 4800:Bessel process 4797: 4791: 4789: 4783: 4782: 4780: 4779: 4778: 4777: 4772: 4767: 4762: 4752: 4747: 4742: 4737: 4732: 4727: 4722: 4716: 4714: 4708: 4707: 4702: 4700: 4699: 4692: 4685: 4677: 4671: 4670: 4655: 4620: 4619:External links 4617: 4615: 4614: 4594:hep-th/0210015 4587:(3): 493–521, 4577:Bernard, Denis 4569: 4532:Bernard, Denis 4524: 4481: 4468: 4460:10.1007/b96719 4430: 4417: 4375: 4321: 4308: 4292: 4287: 4267: 4221: 4186:(4): 401–411, 4160: 4135: 4122: 4105: 4092: 4073: 4055: 4038: 3997:J. Stat. Phys. 3992: 3974: 3956: 3907: 3860: 3858: 3855: 3852: 3851: 3837:10.1.1.39.7560 3816:J. Math. Phys. 3805: 3764: 3718: 3689:(2): 619–672. 3672: 3643:(6): 729–744. 3626: 3599:(1): 109–156. 3575: 3546:(3): 239–244. 3530: 3493:(3): 239–244. 3477: 3425: 3397:(6): 115–120, 3380: 3379: 3377: 3374: 3365: 3362: 3361: 3360: 3349: 3344: 3341: 3336: 3333: 3330: 3327: 3301: 3296:outlining the 3289: 3267: 3244: 3237: 3234: 3209: 3204: 3200: 3196: 3193: 3190: 3184: 3181: 3175: 3172: 3157: 3156: 3145: 3142: 3139: 3134: 3130: 3123: 3120: 3115: 3111: 3105: 3102: 3096: 3093: 3090: 3087: 3084: 3079: 3076: 3072: 3066: 3063: 3036: 3033: 3027: 3024: 3009: 3008: 2997: 2994: 2991: 2988: 2985: 2977: 2974: 2970: 2966: 2963: 2960: 2957: 2954: 2951: 2948: 2921: 2918: 2915: 2912: 2909: 2906: 2903: 2900: 2897: 2892: 2888: 2882: 2878: 2867:Gamma function 2854: 2843: 2842: 2830: 2824: 2819: 2812: 2808: 2802: 2798: 2792: 2787: 2784: 2779: 2776: 2771: 2766: 2763: 2758: 2753: 2750: 2744: 2738: 2734: 2728: 2718: 2714: 2708: 2704: 2695: 2689: 2686: 2681: 2678: 2675: 2669: 2666: 2660: 2653: 2648: 2645: 2640: 2637: 2631: 2626: 2623: 2618: 2615: 2610: 2606: 2597: 2594: 2590: 2562: 2558: 2553: 2549: 2545: 2540: 2536: 2532: 2529: 2524: 2520: 2502: 2498: 2493: 2490: 2478:Beffara (2008) 2451:Each value of 2449: 2448: 2437: 2431: 2428: 2423: 2420: 2417: 2414: 2411: 2408: 2405: 2402: 2399: 2396: 2393: 2387: 2384: 2367:central charge 2359: 2358: 2352: 2342: 2335: 2327: 2317: 2307: 2293: 2286: 2276: 2265: 2254: 2241: 2235: 2222: 2221: 2214: 2210: 2203: 2178: 2154: 2153: 2142: 2139: 2136: 2133: 2128: 2123: 2120: 2117: 2114: 2111: 2092: 2089: 2088: 2087: 2073: 2068: 2065: 2043: 2039: 2028: 2015: 2010: 2007: 2004: 2001: 1998: 1995: 1992: 1982: 1969: 1966: 1963: 1958: 1954: 1948: 1945: 1942: 1939: 1934: 1930: 1919: 1906: 1903: 1900: 1895: 1891: 1885: 1882: 1879: 1876: 1871: 1867: 1843: 1823: 1811: 1799: 1787: 1784: 1769: 1765: 1742: 1738: 1726: 1725: 1714: 1711: 1708: 1705: 1702: 1699: 1694: 1690: 1686: 1683: 1680: 1677: 1674: 1669: or  1666: 1663: 1660: 1657: 1654: 1651: 1648: 1645: 1642: 1639: 1636: 1631: 1627: 1603: 1594:and the curve 1583: 1572: 1571: 1560: 1553: 1550: 1547: 1544: 1541: 1538: 1535: 1532: 1527: 1523: 1518: 1512: 1505: 1502: 1497: 1494: 1491: 1486: 1482: 1478: 1451: 1448: 1445: 1442: 1439: 1436: 1431: 1428: 1425: 1420: 1415: 1411: 1407: 1401: 1395: 1392: 1387: 1384: 1381: 1376: 1372: 1368: 1342: 1331: 1330: 1319: 1312: 1309: 1306: 1301: 1297: 1293: 1290: 1287: 1284: 1281: 1276: 1273: 1270: 1265: 1261: 1257: 1254: 1251: 1248: 1245: 1238: 1235: 1232: 1227: 1223: 1219: 1212: 1209: 1204: 1201: 1198: 1193: 1189: 1185: 1158: 1155: 1152: 1149: 1146: 1143: 1138: 1135: 1132: 1129: 1126: 1123: 1117: 1114: 1111: 1106: 1101: 1097: 1093: 1090: 1087: 1081: 1078: 1073: 1070: 1067: 1062: 1058: 1054: 1028: 1008: 988: 968: 965: 962: 959: 936: 933: 930: 927: 924: 919: 915: 894: 891: 888: 885: 882: 877: 873: 852: 849: 846: 826: 823: 820: 800: 797: 794: 771: 749: 745: 722: 718: 695: 691: 660: 656: 635: 613: 609: 584: 560: 557: 554: 551: 548: 545: 542: 539: 519: 516: 513: 510: 507: 504: 501: 498: 495: 492: 489: 484: 480: 459: 456: 453: 433: 413: 410: 407: 404: 401: 398: 395: 392: 372: 352: 349: 346: 343: 323: 303: 282: 270:complex domain 250: 235:Main article: 232: 229: 114: 80: 77: 74: 71: 68: 63: 59: 55: 52: 49: 46: 43: 40: 24: 14: 13: 10: 9: 6: 4: 3: 2: 5983: 5972: 5969: 5967: 5964: 5963: 5961: 5946: 5943: 5941: 5938: 5937: 5934: 5928: 5925: 5923: 5920: 5918: 5915: 5913: 5910: 5908: 5905: 5903: 5900: 5898: 5895: 5893: 5890: 5888: 5885: 5883: 5880: 5878: 5875: 5873: 5870: 5868: 5865: 5863: 5860: 5858: 5855: 5853: 5850: 5848: 5845: 5844: 5842: 5838: 5830: 5827: 5825: 5822: 5821: 5820: 5817: 5815: 5812: 5810: 5807: 5805: 5802: 5800: 5799:Stopping time 5797: 5793: 5790: 5789: 5788: 5785: 5783: 5780: 5778: 5775: 5773: 5770: 5768: 5765: 5763: 5760: 5758: 5755: 5753: 5750: 5748: 5745: 5743: 5740: 5738: 5735: 5733: 5730: 5728: 5725: 5723: 5720: 5718: 5715: 5713: 5710: 5708: 5705: 5703: 5700: 5698: 5695: 5693: 5690: 5688: 5685: 5683: 5680: 5678: 5675: 5673: 5670: 5668: 5665: 5663: 5660: 5658: 5655: 5653: 5650: 5649: 5647: 5643: 5637: 5634: 5632: 5629: 5627: 5624: 5622: 5619: 5617: 5614: 5613: 5611: 5609: 5605: 5598: 5594: 5590: 5589:Hewitt–Savage 5586: 5582: 5578: 5574: 5573:Zero–one laws 5571: 5569: 5566: 5564: 5561: 5559: 5556: 5554: 5551: 5549: 5546: 5544: 5541: 5539: 5536: 5534: 5531: 5529: 5526: 5524: 5521: 5520: 5518: 5514: 5508: 5505: 5503: 5500: 5498: 5495: 5493: 5490: 5488: 5485: 5483: 5480: 5478: 5475: 5473: 5470: 5468: 5465: 5463: 5460: 5458: 5455: 5453: 5450: 5448: 5445: 5443: 5440: 5438: 5435: 5434: 5432: 5428: 5422: 5419: 5417: 5414: 5412: 5409: 5407: 5404: 5402: 5399: 5397: 5394: 5393: 5391: 5389: 5385: 5379: 5376: 5374: 5371: 5369: 5366: 5364: 5361: 5360: 5358: 5356: 5352: 5346: 5343: 5341: 5338: 5336: 5333: 5331: 5328: 5326: 5323: 5321: 5318: 5316: 5313: 5311: 5308: 5306: 5303: 5301: 5298: 5296: 5293: 5291: 5288: 5286: 5283: 5281: 5278: 5276: 5273: 5271: 5270:Black–Scholes 5268: 5266: 5263: 5261: 5258: 5256: 5253: 5252: 5250: 5248: 5244: 5238: 5235: 5233: 5230: 5228: 5225: 5223: 5220: 5218: 5215: 5213: 5210: 5209: 5207: 5205: 5201: 5195: 5192: 5190: 5187: 5183: 5180: 5178: 5175: 5174: 5173: 5172:Point process 5170: 5168: 5165: 5163: 5160: 5158: 5155: 5151: 5148: 5146: 5143: 5142: 5141: 5138: 5136: 5133: 5131: 5130:Gibbs measure 5128: 5126: 5123: 5121: 5118: 5117: 5115: 5111: 5105: 5102: 5100: 5097: 5095: 5092: 5090: 5087: 5085: 5082: 5078: 5075: 5073: 5070: 5068: 5065: 5063: 5060: 5059: 5058: 5055: 5053: 5050: 5048: 5045: 5043: 5040: 5038: 5035: 5034: 5032: 5028: 5022: 5019: 5017: 5014: 5012: 5009: 5007: 5004: 5002: 4999: 4997: 4994: 4992: 4989: 4987: 4984: 4982: 4979: 4975: 4972: 4970: 4967: 4966: 4965: 4962: 4960: 4957: 4955: 4952: 4950: 4947: 4945: 4942: 4940: 4937: 4935: 4932: 4930: 4927: 4925: 4922: 4920: 4919:Itô diffusion 4917: 4915: 4912: 4910: 4907: 4905: 4902: 4900: 4897: 4895: 4894:Gamma process 4892: 4890: 4887: 4885: 4882: 4880: 4877: 4875: 4872: 4870: 4867: 4865: 4862: 4860: 4857: 4855: 4852: 4850: 4847: 4843: 4840: 4838: 4835: 4833: 4830: 4828: 4825: 4823: 4820: 4819: 4818: 4815: 4811: 4808: 4807: 4806: 4803: 4801: 4798: 4796: 4793: 4792: 4790: 4788: 4784: 4776: 4773: 4771: 4768: 4766: 4765:Self-avoiding 4763: 4761: 4758: 4757: 4756: 4753: 4751: 4750:Moran process 4748: 4746: 4743: 4741: 4738: 4736: 4733: 4731: 4728: 4726: 4723: 4721: 4718: 4717: 4715: 4713: 4712:Discrete time 4709: 4705: 4698: 4693: 4691: 4686: 4684: 4679: 4678: 4675: 4667: 4663: 4662: 4656: 4651: 4645: 4638: 4634: 4630: 4629: 4628:Tutorial: SLE 4623: 4622: 4618: 4612: 4608: 4604: 4600: 4595: 4590: 4586: 4582: 4578: 4574: 4573:Bauer, Michel 4570: 4567: 4563: 4559: 4555: 4550: 4545: 4541: 4537: 4533: 4529: 4528:Bauer, Michel 4525: 4522: 4518: 4513: 4508: 4503: 4498: 4494: 4490: 4486: 4482: 4479: 4475: 4471: 4465: 4461: 4457: 4452: 4447: 4443: 4439: 4435: 4431: 4428: 4424: 4420: 4414: 4410: 4406: 4402: 4398: 4393: 4388: 4384: 4380: 4379:Schramm, Oded 4376: 4372: 4368: 4364: 4360: 4355: 4350: 4345: 4340: 4336: 4332: 4331: 4326: 4325:Schramm, Oded 4322: 4317: 4313: 4309: 4303: 4302: 4297: 4296:Norris, J. R. 4293: 4290: 4284: 4279: 4278: 4272: 4268: 4265: 4261: 4257: 4253: 4249: 4245: 4241: 4237: 4230: 4226: 4222: 4219: 4215: 4211: 4207: 4203: 4199: 4194: 4189: 4185: 4181: 4177: 4173: 4169: 4168:Schramm, Oded 4165: 4161: 4157: 4152: 4148: 4144: 4140: 4136: 4133: 4132: 4127: 4123: 4119: 4114: 4110: 4106: 4103: 4099: 4095: 4089: 4085: 4081: 4080: 4074: 4070: 4066: 4062: 4058: 4052: 4048: 4044: 4039: 4036: 4032: 4028: 4024: 4020: 4016: 4011: 4006: 4002: 3998: 3993: 3990: 3986: 3985: 3980: 3975: 3972: 3968: 3967: 3962: 3957: 3954: 3950: 3946: 3942: 3938: 3934: 3929: 3924: 3921:(1): 81–118, 3920: 3916: 3912: 3908: 3905: 3901: 3897: 3893: 3889: 3885: 3880: 3875: 3871: 3867: 3862: 3861: 3856: 3847: 3843: 3838: 3833: 3829: 3825: 3821: 3818: 3817: 3809: 3806: 3801: 3797: 3792: 3787: 3783: 3780: 3779: 3771: 3769: 3765: 3760: 3756: 3752: 3748: 3743: 3738: 3734: 3731: 3730: 3722: 3719: 3714: 3710: 3706: 3702: 3697: 3692: 3688: 3685: 3684: 3683:Ann. of Math. 3676: 3673: 3668: 3664: 3660: 3656: 3651: 3646: 3642: 3639: 3638: 3630: 3627: 3622: 3618: 3614: 3610: 3606: 3602: 3598: 3595: 3594: 3586: 3579: 3576: 3571: 3567: 3563: 3559: 3554: 3549: 3545: 3541: 3534: 3531: 3526: 3522: 3518: 3514: 3510: 3506: 3501: 3496: 3492: 3488: 3481: 3478: 3474: 3470: 3466: 3462: 3458: 3454: 3449: 3444: 3440: 3436: 3429: 3426: 3422: 3418: 3414: 3410: 3405: 3400: 3396: 3392: 3385: 3382: 3375: 3373: 3371: 3363: 3347: 3342: 3339: 3334: 3331: 3328: 3325: 3318: 3317: 3316: 3314: 3310: 3305: 3299: 3295: 3287: 3283: 3281: 3277: 3273: 3265: 3261: 3256: 3254: 3250: 3242: 3235: 3233: 3231: 3227: 3223: 3202: 3198: 3191: 3188: 3182: 3179: 3173: 3170: 3162: 3143: 3140: 3137: 3132: 3121: 3118: 3113: 3109: 3103: 3100: 3094: 3088: 3082: 3077: 3074: 3064: 3061: 3052: 3051: 3050: 3034: 3031: 3025: 3022: 3014: 2992: 2989: 2986: 2983: 2975: 2964: 2958: 2955: 2952: 2946: 2939: 2938: 2937: 2935: 2916: 2913: 2910: 2907: 2904: 2901: 2898: 2890: 2886: 2880: 2877: 2868: 2828: 2822: 2817: 2810: 2806: 2800: 2796: 2790: 2785: 2782: 2777: 2774: 2769: 2764: 2761: 2756: 2751: 2748: 2742: 2736: 2732: 2726: 2716: 2712: 2706: 2702: 2687: 2684: 2679: 2676: 2673: 2658: 2646: 2643: 2629: 2624: 2621: 2616: 2608: 2604: 2595: 2580: 2579: 2578: 2577: 2556: 2551: 2547: 2543: 2538: 2534: 2530: 2527: 2522: 2518: 2509: 2505: 2496: 2491: 2489: 2487: 2483: 2479: 2475: 2473: 2470: 2466: 2462: 2458: 2454: 2435: 2429: 2426: 2418: 2415: 2412: 2403: 2400: 2397: 2394: 2385: 2382: 2375: 2374: 2373: 2371: 2368: 2364: 2356: 2353: 2350: 2345: 2340: 2336: 2333: 2328: 2325: 2321: 2318: 2315: 2311: 2308: 2305: 2301: 2296: 2291: 2287: 2284: 2280: 2277: 2274: 2270: 2266: 2263: 2259: 2255: 2252: 2248: 2244: 2243: 2240: 2236: 2234: 2230: 2228: 2219: 2217: 2211: 2208: 2206: 2200: 2199: 2198: 2196: 2191: 2189: 2185: 2181: 2173: 2171: 2167: 2163: 2159: 2137: 2131: 2126: 2121: 2115: 2109: 2102: 2101: 2100: 2098: 2090: 2071: 2066: 2063: 2041: 2037: 2029: 2013: 2008: 2005: 2002: 1996: 1990: 1983: 1967: 1964: 1961: 1956: 1952: 1946: 1940: 1932: 1928: 1920: 1904: 1901: 1898: 1893: 1889: 1883: 1877: 1869: 1865: 1857: 1856: 1855: 1841: 1821: 1797: 1785: 1783: 1767: 1763: 1740: 1736: 1706: 1700: 1692: 1688: 1684: 1678: 1672: 1661: 1655: 1652: 1643: 1637: 1629: 1625: 1617: 1616: 1615: 1601: 1581: 1558: 1548: 1542: 1539: 1533: 1525: 1521: 1516: 1510: 1503: 1492: 1484: 1480: 1449: 1446: 1440: 1434: 1426: 1413: 1409: 1405: 1399: 1393: 1382: 1374: 1370: 1356: 1355: 1354: 1340: 1317: 1307: 1299: 1295: 1291: 1285: 1279: 1271: 1263: 1259: 1255: 1249: 1243: 1233: 1225: 1221: 1217: 1210: 1199: 1191: 1187: 1156: 1153: 1147: 1141: 1136: 1133: 1127: 1121: 1112: 1099: 1095: 1091: 1088: 1085: 1079: 1068: 1060: 1056: 1042: 1041: 1040: 1026: 1006: 986: 963: 957: 950: 934: 931: 925: 917: 913: 892: 889: 883: 875: 871: 850: 847: 844: 824: 821: 818: 798: 795: 792: 783: 769: 747: 743: 720: 716: 693: 689: 680: 676: 675:Loewner (1923 658: 654: 633: 611: 607: 598: 582: 574: 552: 549: 546: 537: 511: 508: 505: 496: 493: 490: 487: 482: 478: 457: 454: 451: 431: 402: 399: 390: 370: 347: 341: 321: 301: 272:not equal to 271: 268: 264: 248: 238: 230: 228: 226: 222: 217: 212: 208: 204: 200: 196: 192: 191:scaling limit 187: 185: 181: 177: 173: 169: 165: 160: 158: 155:and a domain 154: 150: 146: 142: 138: 134: 130: 126: 122: 121:scaling limit 117: 113: 109: 105: 101: 97: 69: 61: 57: 50: 47: 41: 38: 29: 19: 5857:Econometrics 5819:Wiener space 5707:Itô integral 5608:Inequalities 5497:Self-similar 5467:Gauss–Markov 5457:Exchangeable 5437:Càdlàg paths 5373:Risk process 5325:LIBOR market 5194:Random graph 5189:Random field 5001:Superprocess 4980: 4939:Lévy process 4934:Jump process 4909:Hunt process 4745:Markov chain 4660: 4627: 4584: 4580: 4539: 4535: 4502:math/0307353 4492: 4488: 4437: 4392:math/0602151 4382: 4334: 4328: 4315: 4300: 4276: 4239: 4235: 4193:math/0010165 4183: 4179: 4146: 4142: 4130: 4078: 4069:the original 4046: 4000: 3996: 3982: 3964: 3918: 3914: 3879:math/0211322 3869: 3865: 3819: 3814: 3808: 3791:math/0112234 3781: 3778:Ann. Probab. 3776: 3732: 3727: 3721: 3696:math/0504586 3686: 3681: 3675: 3650:math/0109120 3640: 3635: 3629: 3596: 3591: 3578: 3543: 3539: 3533: 3490: 3486: 3480: 3448:math/0310210 3438: 3434: 3428: 3404:math/0107096 3394: 3390: 3384: 3367: 3308: 3306: 3284: 3276:Harry Kesten 3257: 3239: 3236:Applications 3221: 3160: 3158: 3010: 2844: 2507: 2503: 2500: 2494: 2485: 2476: 2464: 2460: 2459:, one value 2456: 2452: 2450: 2369: 2362: 2360: 2354: 2343: 2338: 2331: 2319: 2309: 2294: 2289: 2278: 2272: 2268: 2261: 2257: 2250: 2246: 2238: 2231: 2226: 2223: 2215: 2212: 2204: 2201: 2194: 2192: 2187: 2183: 2176: 2174: 2169: 2165: 2161: 2157: 2155: 2096: 2094: 1789: 1727: 1573: 1332: 948: 784: 424:a subset of 240: 221:Itô calculus 188: 161: 148: 144: 140: 136: 132: 128: 115: 111: 107: 103: 99: 93: 5902:Ruin theory 5840:Disciplines 5712:Itô's lemma 5487:Predictable 5162:Percolation 5145:Potts model 5140:Ising model 5104:White noise 5062:Differences 4924:Itô process 4864:Cox process 4760:Loop-erased 4755:Random walk 4495:: 145–190, 4337:: 221–288, 4225:Loewner, C. 3911:Cardy, John 3294:Peano curve 3260:percolation 3230:percolation 3013:Itô's lemma 2314:Ising model 2202:Chordal SLE 180:Greg Lawler 145:chordal SLE 5960:Categories 5912:Statistics 5692:Filtration 5593:Kolmogorov 5577:Blumenthal 5502:Stationary 5442:Continuous 5430:Properties 5315:Hull–White 5057:Martingale 4944:Local time 4832:Fractional 4810:pure birth 4256:49.0714.01 4236:Math. Ann. 3376:References 3364:Simulation 2213:Radial SLE 149:radial SLE 5824:Classical 4837:Geometric 4827:Excursion 4611:119596360 4264:121752388 4174:(2001b), 4149:: 35–54, 4118:0712.3256 3989:EMS Press 3971:EMS Press 3832:CiteSeerX 3759:119677336 3742:1008.1378 3621:118713698 3553:0909.4499 3525:0764-4442 3500:0909.4499 3340:κ 3258:Critical 3192:⁡ 3183:π 3174:− 3129:∂ 3071:∂ 3062:κ 2976:γ 2853:Γ 2786:− 2765:κ 2688:κ 2680:κ 2677:− 2665:Γ 2659:π 2647:κ 2636:Γ 2596:γ 2557:∈ 2430:κ 2416:− 2413:κ 2404:κ 2398:− 2127:κ 2110:ζ 1991:γ 1899:− 1842:ζ 1822:ζ 1701:γ 1673:ζ 1656:γ 1638:ζ 1602:γ 1582:ζ 1543:ζ 1540:− 1501:∂ 1477:∂ 1447:− 1435:ζ 1419:′ 1391:∂ 1367:∂ 1292:− 1280:ζ 1244:ζ 1208:∂ 1184:∂ 1154:− 1142:ζ 1122:ζ 1105:′ 1089:− 1077:∂ 1053:∂ 1027:γ 958:ζ 822:≥ 796:∈ 538:γ 497:γ 494:∖ 455:≥ 406:∞ 391:γ 342:γ 302:γ 51:⁡ 42:⁡ 5945:Category 5829:Abstract 5363:Bühlmann 4969:Compound 4644:citation 4566:16790280 4371:17164604 4314:(1975), 4298:(2010), 4273:(1982), 4227:(1923), 3953:17747133 3713:14742163 3243:used SLE 2086:removed. 5452:Ergodic 5340:Vašíček 5182:Poisson 4842:Meander 4521:2178043 4478:2079672 4427:2334202 4397:Bibcode 4363:1776084 4218:5877745 4210:1849257 4102:2129588 4065:2087784 4035:7239233 4015:Bibcode 3933:Bibcode 3896:2435854 3824:Bibcode 3667:6837772 3601:Bibcode 3558:Bibcode 3505:Bibcode 3473:9055859 3465:3481779 3421:3481779 3409:Bibcode 3262:on the 2932:is the 2865:is the 1786:Example 595:by the 166: ( 139:, with 5792:Tanaka 5477:Mixing 5472:Markov 5345:Wilkie 5310:Ho–Lee 5305:Heston 5077:Super- 4822:Bridge 4770:Biased 4609:  4564:  4519:  4476:  4466:  4425:  4415:  4369:  4361:  4285:  4262:  4254:  4216:  4208:  4100:  4090:  4063:  4053:  4033:  3951:  3904:226992 3902:  3894:  3834:  3757:  3711:  3665:  3619:  3523:  3471:  3463:  3419:  2845:where 2186:() in 2156:where 1728:where 999:. If 294:, and 201:, the 197:, the 98:, the 5645:Tools 5421:M/M/c 5416:M/M/1 5411:M/G/1 5401:Fluid 5067:Local 4607:S2CID 4589:arXiv 4562:S2CID 4544:arXiv 4497:arXiv 4446:arXiv 4387:arXiv 4367:S2CID 4339:arXiv 4305:(PDF) 4260:S2CID 4232:(PDF) 4214:S2CID 4188:arXiv 4113:arXiv 4031:S2CID 4005:arXiv 3949:S2CID 3923:arXiv 3900:S2CID 3874:arXiv 3786:arXiv 3755:S2CID 3737:arXiv 3709:S2CID 3691:arXiv 3663:S2CID 3645:arXiv 3617:S2CID 3588:(PDF) 3548:arXiv 3495:arXiv 3469:S2CID 3461:JSTOR 3443:arXiv 3417:JSTOR 3399:arXiv 3255:4/3. 2488:/8). 1465:or 1333:When 1172:or 599:. 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Index

Schramm–Loewner equation

probability theory
scaling limit
statistical mechanics
conformal invariance
Markov property
Oded Schramm
2000
uniform spanning tree
loop-erased random walk
Greg Lawler
Wendelin Werner
scaling limit
critical percolation
critical Ising model
double-dimer model
self-avoiding walks
statistical mechanics
Markov property
Itô calculus
conformal field theory
Loewner differential equation
simply connected
open
complex domain
conformally isomorphic
Riemann mapping theorem
Loewner (1923
Bieberbach conjecture

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