Löwner evolution as Itô diffusion

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 r...

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Bibliographic Details
Main Authors: Acar, Hülya, Lukashov, Alexey L.
Format: Conference Proceeding
Language:English
Subjects:
Chains
Online Access:Get full text
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Summary: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.
ISSN:0094-243X
1551-7616
DOI:10.1063/5.0040353