Short time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractals

Takashi Kumagai

doi:10.2977/prims/1195145448

Short time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractals

Takashi Kumagai^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

Abstract

We study so called Varadhan type short time asymptotic estimates of heat kernels and Shilder type large deviation for Brownian motion on some affine nested fractals introduced in [7]. As a corollary to our approach, we obtain sharper estimates of heat kernels for a class of one dimensional diffusion processes studied in [8].

Original language	English
Pages (from-to)	223-240
Number of pages	18
Journal	Publications of the Research Institute for Mathematical Sciences
Volume	33
Issue number	2
DOIs	https://doi.org/10.2977/prims/1195145448
Publication status	Published - 1997 Mar
Externally published	Yes

ASJC Scopus subject areas

Mathematics(all)

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abstract = "We study so called Varadhan type short time asymptotic estimates of heat kernels and Shilder type large deviation for Brownian motion on some affine nested fractals introduced in [7]. As a corollary to our approach, we obtain sharper estimates of heat kernels for a class of one dimensional diffusion processes studied in [8].",

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year = "1997",

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Short time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractals

Abstract

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