Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric
by Hélène Airault, Paul Malliavin and Anton Thalmaier

In this paper existence of the Brownian measure on Jordan curves with respect to the Weil-Petersson metric is established. The step from Brownian motion on the diffeomorphism group of the circle to Brownian motion on Jordan curves in the complex plane requires probabilistic arguments well beyond the classical theory of conformal welding, due to the lacking quasi-symmetry of canonical Brownian motion on Diff(S¹). A new key step in our construction is the systematic use of a Kählerian diffusion on the space of Jordan curves for which the welding functional gives rise to conformal martingales, together with a Douady-Earle type conformal extension of vector fields on the circle to the disk.

Journal of Functional Analysis 259 (2010) 3037-3079

The paper is available here:

Hélène Airault
Paul Malliavin
Anton Thalmaier

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