paper

Loewner Evolution as Itô Diffusion

arXiv:1505.04521 · doi:10.1063/5.0040353

Abstract

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.

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