Singular time changes of diffusions on Sierpinski carpets

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2 Citations (Scopus)

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 languageEnglish
Pages (from-to)675-689
Number of pages15
JournalStochastic Processes and their Applications
Volume116
Issue number4
DOIs
Publication statusPublished - Apr 1 2006

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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