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Probability theory and stochastic processes Definition

Schramm–Loewner evolution

Builds on Loewner differential equationWiener processUpper half-planeConformal map

Definition

Let κ>0\kappa > 0, and let (Bt)t≥0(B_t)_{t \ge 0} be a standard one-dimensional Brownian motion with B0=0B_0 = 0. Let ℍ\mathbb{H} be the upper half-plane. Chordal SLEκ\mathrm{SLE}_\kappa in ℍ\mathbb{H} from 00 to ∞\infty is a random family of conformal maps (gt)t≥0(g_t)_{t \ge 0} and hulls (Kt)t≥0(K_t)_{t \ge 0}. It is given by the chordal Loewner differential equation ∂∂tgt(z)=2gt(z)−κ Bt,g0(z)=z,\frac{\partial}{\partial t} g_t(z) = \frac{2}{g_t(z) - \sqrt{\kappa}\, B_t}, \qquad g_0(z) = z, with the driving function U(t)=κ BtU(t) = \sqrt{\kappa}\, B_t. Let D≠ℂD \ne \C be a simply connected domain with two distinct boundary points aa and bb. Let ϕ\phi be a conformal map of ℍ\mathbb{H} onto DD that sends 00 to aa and ∞\infty to bb. Chordal SLEκ\mathrm{SLE}_\kappa in DD from aa to bb is the image under ϕ\phi of chordal SLEκ\mathrm{SLE}_\kappa in ℍ\mathbb{H}.

Remarks

The definition in DD does not depend on the choice of ϕ\phi, because two choices differ by a scaling z↦czz \mapsto cz of ℍ\mathbb{H} with c>0c > 0. Brownian scaling shows that such a scaling only changes the time parameter of the hulls. Almost surely the hulls are generated by a continuous curve γ\gamma: ℍ∖Kt\mathbb{H} \setminus K_t is the unbounded component of ℍ∖γ[0,t]\mathbb{H} \setminus \gamma[0, t]. This was proved by Rohde and Schramm for κ≠8\kappa \ne 8, and by Lawler, Schramm and Werner for κ=8\kappa = 8. The curve is simple for κ≤4\kappa \le 4, touches itself for 4<κ<84 < \kappa < 8, and fills space for κ≥8\kappa \ge 8. Example: for κ=2\kappa = 2, SLE2\mathrm{SLE}_2 is the scaling limit of loop-erased random walk, a theorem of Lawler, Schramm and Werner. For κ=0\kappa = 0 the driving function is 00 and the hulls are deterministic vertical segments; this degenerate case is sometimes included as SLE0\mathrm{SLE}_0. Radial SLEκ\mathrm{SLE}_\kappa is defined in the same way from the radial Loewner equation.

Reading path

To understand this page from the ground up, read these 18 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Complex numbers object
  2. Complex plane concept
  3. General linear group object
  4. Identity matrix object
  5. Loewner differential equation concept
  6. Matrix definition
  7. Möbius transformation concept
  8. Vector space definition
  9. Wiener process concept
  10. Conformal map definition
  11. Square matrix definition
  12. Linear map definition
  13. Multilinear map definition
  14. Alternating multilinear map definition
  15. Determinant definition
  16. Special linear group object
  17. Upper half-plane object
  18. Schramm–Loewner evolution definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Schramm%E2%80%93Loewner_evolution
About this page
TagXW2BS4VG3P
URIm2://XW2BS4VG3P
Kinddefinition
WritingW0 stub
MSC60J67, 30C35, 82B27
DefinesSchramm–Loewner evolution
UsesLoewner differential equation, Wiener process, Upper half-plane, Conformal map
Changed2 November 2026

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