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Loewner equation driven by complex-valued Brownian motion

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complex_SLE

Loewner equation driven by complex-valued Brownian motion.

Input: a complex number * a sample of Brownian motion.

Output: a simulated curve.

We use Newton method and Loewner backward equation to find the position of the curve at each time t.

The Brownian motion was sampled beforehand.

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Loewner equation driven by complex-valued Brownian motion

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