Title of article :
Singular time changes of diffusions on Sierpinski carpets
Author/Authors :
Osada، نويسنده , , Hirofumi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
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.
Keywords :
Sierpinski carpet , Time change , diffusion , fractal , Dirichlet form
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications