Transition density asymptotics for some diffusion processes with multi-fractal structures

Martin T. Barlow; Takashi Kumagai

doi:10.1214/EJP.v6-82

Transition density asymptotics for some diffusion processes with multi-fractal structures

Martin T. Barlow, Takashi Kumagai

研究成果: Article › 査読

12 被引用数 (Scopus)

抄録

We study the asymptotics as t→0 of the transition density of a class of μ-symmetric diffusions in the case when the measure μ has a multi-fractal structure. These diffusions include singular time changes of Brownian motion on the unit cube.

本文言語	English
ページ（範囲）	1-23
ページ数	23
ジャーナル	Electronic Journal of Probability
巻	6
DOI	https://doi.org/10.1214/EJP.v6-82
出版ステータス	Published - 2001 1月 1
外部発表	はい

ASJC Scopus subject areas

統計学および確率
統計学、確率および不確実性

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10.1214/EJP.v6-82

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keywords = "Diffusion process, Heat equation, Multi-fractal, Spectral dimension, Transition density",

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Transition density asymptotics for some diffusion processes with multi-fractal structures

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