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Continuity of Zero-Hitting Times of Bessel Processes and Welding Homeomorphisms of SLEK.

Authors :
Beliaev, Dmitry
Margarint, Vlad
Shekhar, Atul
Source :
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2021, Vol. 18, p69-79. 11p.
Publication Year :
2021

Abstract

We consider a family of Bessel Processes that depend on the starting point x and dimension δ, but are driven by the same Brownian motion. Our main result is that almost surely the first time a process hits 0 is jointly continuous in x and δ, provided δ≤0. As an application, we show that the SLE(κ) welding homeomorphism is continuous in κ for κ∈[0,4]. Our motivation behind this is to study the well known problem of the continuity of SLEκ in κ. The main tool in our proofs is random walks with increments distributed as infinite mean Inverse-Gamma laws. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
19800436
Volume :
18
Database :
Academic Search Index
Journal :
ALEA. Latin American Journal of Probability & Mathematical Statistics
Publication Type :
Academic Journal
Accession number :
154656997
Full Text :
https://doi.org/10.30757/ALEA.v18-04