Loewner Evolution as Itô Diffusion
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2015
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910492099870720 |
|---|---|
| author | Acar, Hülya Lukashov, Alexey L. |
| author_facet | Acar, Hülya Lukashov, Alexey L. |
| 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1505_04521 |
| institution | arXiv |
| publishDate | 2015 |
| record_format | arxiv |
| spellingShingle | Loewner Evolution as Itô Diffusion Acar, Hülya Lukashov, Alexey L. Complex Variables Probability 30C35, 60J60 G.1.8 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. |
| title | Loewner Evolution as Itô Diffusion |
| topic | Complex Variables Probability 30C35, 60J60 G.1.8 |
| url | https://arxiv.org/abs/1505.04521 |