Stochastic Komatu-Loewner evolutions and BMD domain constant

Zhen-Qing Chen University of Washington Masatoshi Fukushima Osaka University

Probability mathscidoc:1904.28002

Stochastic Processes Appl., 128, 545-594, 2018
For Komatu-Loewner equation on a standard slit domain, we randomize the Jordan arc in a manner similar to that of \cite{S} to find the SDEs satisfied by the induced motion $\xi(t)$ on $\partial\HH$ and the slit motion $\s(t)$. The diffusion coefficient $\alpha$ and drift coefficient $b$ of such SDEs are homogenous functions. Next with solutions of such SDEs, we study the corresponding stochastic Komatu-Loewner evolution, denoted as ${\rm SKLE}_{\alpha,b}$. We introduce a function $b_{\rm BMD}$ measuring the discrepancy of a standard slit domain from $\HH$ relative to BMD. We show that ${\rm SKLE}_{\sqrt{6},-b_{\rm BMD}}$ enjoys a locality property.
Stochastic Komatu-Loewner evolution, Brownian motion with darning, Komatu-Loewner equation for slits, SDE with homogeneous coefficients, generalized Komatu-Loewner equation for image hulls, BMD domain constant, locality property
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@inproceedings{zhen-qing2018stochastic,
  title={Stochastic Komatu-Loewner evolutions and  BMD domain constant},
  author={Zhen-Qing Chen, and Masatoshi Fukushima},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190430132610225568297},
  booktitle={Stochastic Processes Appl.},
  volume={128},
  pages={545-594},
  year={2018},
}
Zhen-Qing Chen, and Masatoshi Fukushima. Stochastic Komatu-Loewner evolutions and BMD domain constant. 2018. Vol. 128. In Stochastic Processes Appl.. pp.545-594. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190430132610225568297.
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