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.
Original language | English |
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Pages (from-to) | 675-689 |
Number of pages | 15 |
Journal | Stochastic Processes and their Applications |
Volume | 116 |
Issue number | 4 |
DOIs | |
Publication status | Published - Apr 1 2006 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modelling and Simulation
- Applied Mathematics