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

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...

Полное описание

Библиографические подробности
Главные авторы:	Lyons, TJ, Margarint, V, Nejad, S
Формат:	Journal article
Язык:	English
Опубликовано:	Elsevier 2023

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