Convergence to closed-form distribution for the backward S L E κ at some random times and the phase transition at κ = 8

We study a one-dimensional SDE that we obtain by performing a random time change of the backward Loewner dynamics in H. The stationary measure for this SDE has a closed-form expression. We show the convergence towards its stationary measure for this SDE, in the sense of random ergodic averages. The...

詳細記述

書誌詳細
主要な著者: Lyons, TJ, Margarint, V, Nejad, S
フォーマット: Journal article
言語:English
出版事項: Elsevier 2023