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Many "critical phenomena", important in statistical physics and probability theory, are conjectured or already known to be conformally invariant. In two dimension, this invariance can be regarded as the invariance under conformal mappings in complex analysis. "Schramm-Loewner evolution" (SLE) was introduced as a stochastic process which has such a conformal invariance. SLE is the random time-evolution of a family of conformal mappings; in view of complex analysis, it is described by the Loewner differential equation. This equation was originally employed to prove the Bieberbach conjecture, but there are many other possible applications in physics and mathematics, including SLE, integrable systems, Hele-Shaw flow, and non-commutative probability. Under these backgrounds, I'm studying SLE and the Loewner equation from both probabilistic and complex-analytic points of view.