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Bibliographic Details
Main Authors: Acar, Hülya, Lukashov, Alexey L.
Format: Preprint
Published: 2015
Subjects:
Online Access:https://arxiv.org/abs/1505.04521
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Table of Contents:
  • F. Bracci, M.D. Contreras, S. Díaz Madrigal proved that any evolution family of order d is described by a generalized Loewner chain. G. Ivanov and A. Vasil'ev considered randomized version of the chain and found a substitution which transforms it to an Itô diffusion.We generalize their result to vector randomized Loewner chain and prove there are no other possibilities to transform such Loewner chains to Itô diffusions.