The Intersection Probability of Brownian Motion and SLEκ

By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Th...

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Main Authors: Shizhong Zhou, Shiyi Lan
Format: Article
Language:English
Published: Wiley 2015-01-01
Series:Advances in Mathematical Physics
Online Access:http://dx.doi.org/10.1155/2015/627423
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author Shizhong Zhou
Shiyi Lan
author_facet Shizhong Zhou
Shiyi Lan
author_sort Shizhong Zhou
collection DOAJ
description By using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Then, by solving the hypergeometric differential equation, we obtain the explicit formula of the intersection probability for the trace of the chordal SLEκ and planar Brownian motion started from distinct points in an upper half-plane H-.
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spelling doaj-art-318c25317a0b408ab6d9f3d4064ba9962025-08-20T02:38:54ZengWileyAdvances in Mathematical Physics1687-91201687-91392015-01-01201510.1155/2015/627423627423The Intersection Probability of Brownian Motion and SLEκShizhong Zhou0Shiyi Lan1Department of Statistics and Financial Mathematics, School of Science, Nanjing University of Science and Technology, Nanjing, Jiangsu 210094, ChinaSchool of Science, Guangxi University for Nationalities, Nanning, Guangxi 530006, ChinaBy using excursion measure Poisson kernel method, we obtain a second-order differential equation of the intersection probability of Brownian motion and SLEκ. Moreover, we find a transformation such that the second-order differential equation transforms into a hypergeometric differential equation. Then, by solving the hypergeometric differential equation, we obtain the explicit formula of the intersection probability for the trace of the chordal SLEκ and planar Brownian motion started from distinct points in an upper half-plane H-.http://dx.doi.org/10.1155/2015/627423
spellingShingle Shizhong Zhou
Shiyi Lan
The Intersection Probability of Brownian Motion and SLEκ
Advances in Mathematical Physics
title The Intersection Probability of Brownian Motion and SLEκ
title_full The Intersection Probability of Brownian Motion and SLEκ
title_fullStr The Intersection Probability of Brownian Motion and SLEκ
title_full_unstemmed The Intersection Probability of Brownian Motion and SLEκ
title_short The Intersection Probability of Brownian Motion and SLEκ
title_sort intersection probability of brownian motion and sleκ
url http://dx.doi.org/10.1155/2015/627423
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