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Continuous LERW started from interior points

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  • Zhan, Dapeng

Abstract

We use the whole-plane Loewner equation to define a family of continuous LERW in finitely connected domains that are started from interior points. These continuous LERW satisfy conformal invariance, preserve some continuous local martingales, and are the scaling limits of the corresponding discrete LERW on the discrete approximation of the domains.

Suggested Citation

  • Zhan, Dapeng, 2010. "Continuous LERW started from interior points," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1267-1316, July.
    • Handle: RePEc:eee:spapps:v:120:y:2010:i:7:p:1267-1316
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