Singular time changes of diffusions on Sierpinski carpets

Hirofumi Osada

doi:10.1016/j.spa.2005.11.004

Singular time changes of diffusions on Sierpinski carpets

Hirofumi Osada

Department of Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	675-689
Number of pages	15
Journal	Stochastic Processes and their Applications
Volume	116
Issue number	4
DOIs	https://doi.org/10.1016/j.spa.2005.11.004
Publication status	Published - Apr 1 2006

All Science Journal Classification (ASJC) codes

Statistics and Probability
Modelling and Simulation
Applied Mathematics

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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.",

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