Löwner evolution as Itô diffusion

Acar H., Lukashov A. L.

5th International Conference on Analysis and Applied Mathematics, ICAAM 2020, Mersin, Türkiye, 23 - 30 Eylül 2020, cilt.2325, (Tam Metin Bildiri) identifier identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Cilt numarası: 2325
  • Doi Numarası: 10.1063/5.0040353
  • Basıldığı Şehir: Mersin
  • Basıldığı Ülke: Türkiye
  • İstanbul Kent Üniversitesi Adresli: Evet

Özet

F. Bracci, M.D. Contreras, S. Díaz Madrigal [3] proved that any evaluation family of order d is described by a generalized Löwner chain. G. Ivanov and A. Vasil'ev considered randomized version of the chain and found a substitution which transforms the chain to an Itô diffusion. We generalize their result to vector randomized Löwner chain and prove there are no other possibilities to transform such Löwner chains to Itô diffusions.