Titlebook: Bessel Processes, Schramm–Loewner Evolution, and the Dyson Model; Makoto Katori Book 2016 The Author(s) 2016 Itô’s formula and Stochastic

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Harald S. Müller,Michael Vogel,Tabea Neumannof particles, whose strength is given by the inverse of distance of particles multiplied by .. We regard this model as a multivariate extension of the .-dimensional Bessel process with .. We concentrate on the special case where . and call it simply the Dyson model, which inherits the following two

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,Schramm–Loewner Evolution (SLE), a given continuous real function of time . and it determines a path . in the upper half-plane parameterized by .. Schramm–Loewner evolution (SLE) is a stochastic version of the Loewner chain such that the driving function is given by a time change of one-dimensional Brownian motion and thus the pat

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