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Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures


 
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1. Title Title of document Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
 
2. Creator Author's name, affiliation, country Martin T. Barlow; University of British Columbia
 
2. Creator Author's name, affiliation, country Takashi Kumagai; Kyoto University
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Diffusion process, heat equation, transition density, spectral dimension, multi-fractal
 
3. Subject Subject classification 60J60, 31C25, 60J65
 
4. Description Abstract We study the asymptotics as $t \to 0$ of the transition density of a class of $\mu$-symmetric diffusions in the case when the measure $\mu$ has a multi-fractal structure. These diffusions include singular time changes of Brownian motion on the unit cube.
 
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6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2001-03-16
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/82
 
10. Identifier Digital Object Identifier 10.1214/EJP.v6-82
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 6
 
12. Language English=en en
 
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