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On the existence of SLE trace: finite energy drivers and non-constant kappa
by
Shekhar, Atul
, Friz, Peter K
in
Derivatives
/ Energy measurement
/ Integrals
/ Mathematics
/ Probability
2017
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On the existence of SLE trace: finite energy drivers and non-constant kappa
by
Shekhar, Atul
, Friz, Peter K
in
Derivatives
/ Energy measurement
/ Integrals
/ Mathematics
/ Probability
2017
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On the existence of SLE trace: finite energy drivers and non-constant kappa
Journal Article
On the existence of SLE trace: finite energy drivers and non-constant kappa
2017
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Overview
(ProQuest: ... denotes formulae and/or non-USASCII text omitted; see image) Existence of Loewner trace is revisited. We identify finite energy paths (the “skeleton of Wiener measure”) as natural class of regular drivers for which we find simple and natural estimates in terms of their (Cameron–Martin) norm. Secondly, now dealing with potentially rough drivers, a representation of the derivative of the (inverse of the) Loewner flow is given in terms of a rough- and then pathwise Föllmer integral. Assuming the driver within a class of Itô-processes, an exponential martingale argument implies existence of trace. In contrast to classical (exact) SLE computations, our arguments are well adapted to perturbations, such as non-constant ... (assuming ... for technical reasons) and additional finite-energy drift terms.
Publisher
Springer Nature B.V
Subject
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