×

zbMATH — the first resource for mathematics

Regularity of Schramm-Loewner evolutions, annular crossings, and rough path theory. (English) Zbl 1252.60084
Summary: When studying stochastic processes, it is often fruitful to understand several different notions of regularity. One such notion is the optimal Hölder exponent obtainable under reparametrization. In this paper, we show that chordal \(\mathrm{SLE}_\kappa\) in the unit disk for \(\kappa \leq 4\) can be reparametrized to be Hölder continuous of any order up to \(1/(1+\kappa/8)\).From this, we obtain that the Young integral is well defined along such \(\mathrm{SLE}_\kappa\) paths with probability one, and hence that \(\mathrm{SLE}_\kappa\) admits a path-wise notion of integration. This allows us to consider the expected signature of \(\mathrm{SLE}\), as defined in rough path theory, and to give a precise formula for its first three gradings.The main technical result required is a uniform bound on the probability that an \(\mathrm{SLE}_\kappa\) crosses an annulus \(k\)-distinct times.

MSC:
60J67 Stochastic (Schramm-)Loewner evolution (SLE)
60H05 Stochastic integrals
PDF BibTeX XML Cite
Full Text: DOI arXiv