Singular time changes of diffusions on Sierpinski carpets

被引：2
|
作者：
Osada, H [1 ]
机构：
[1] Kyushu Univ 33, Grad Sch Math, Fukuoka 8128581, Japan
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2006年 / 116卷 / 04期
关键词：
diffusion; Sierpinski carpet; fractal; time change; Dirichlet form;
D O I：
10.1016/j.spa.2005.11.004
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this study we construct self-similar diffusions on the Sierpinski carpet that are reversible with respect to the Hausdorff measure. The diffusions are obtained from self-similar diffusions reversible with respect to self-similar measures, which are singular to the Hausdorff measure. To do this we introduce a new sufficient condition for the continuity of sample paths to be preserved by a singular time change. (C) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：675 / 689
页数：15
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