Singular time changes of diffusions on Sierpinski carpets

Hirofumi Osada

Research output: Contribution to journal › Article

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

Fingerprint

Sierpinski Carpet
Time Change
Hausdorff Measure
Self-similar Measure
Sample Path
Sufficient Conditions

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

Cite this

Singular time changes of diffusions on Sierpinski carpets. / Osada, Hirofumi.

In: Stochastic Processes and their Applications, Vol. 116, No. 4, 01.04.2006, p. 675-689.

Research output: Contribution to journal › Article

Osada, H 2006, 'Singular time changes of diffusions on Sierpinski carpets', Stochastic Processes and their Applications, vol. 116, no. 4, pp. 675-689. https://doi.org/10.1016/j.spa.2005.11.004
Osada H. Singular time changes of diffusions on Sierpinski carpets. Stochastic Processes and their Applications. 2006 Apr 1;116(4):675-689. https://doi.org/10.1016/j.spa.2005.11.004
Osada, Hirofumi. / Singular time changes of diffusions on Sierpinski carpets. In: Stochastic Processes and their Applications. 2006 ; Vol. 116, No. 4. pp. 675-689.
@article{843bff05bc9a43af8c678696302762a9,
title = "Singular time changes of diffusions on Sierpinski carpets",
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.",
author = "Hirofumi Osada",
year = "2006",
month = "4",
day = "1",
doi = "10.1016/j.spa.2005.11.004",
language = "English",
volume = "116",
pages = "675--689",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier",
number = "4",

}

TY - JOUR

T1 - Singular time changes of diffusions on Sierpinski carpets

AU - Osada, Hirofumi

PY - 2006/4/1

Y1 - 2006/4/1

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=32844456286&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=32844456286&partnerID=8YFLogxK

U2 - 10.1016/j.spa.2005.11.004

DO - 10.1016/j.spa.2005.11.004

M3 - Article

AN - SCOPUS:32844456286

VL - 116

SP - 675

EP - 689

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 4

ER -

Access to Document