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2001 Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures
Martin Barlow, Takashi Kumagai
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Electron. J. Probab. 6: 1-23 (2001). DOI: 10.1214/EJP.v6-82

Abstract

We study the asymptotics as $t \to 0$ of the transition density of a class of $\mu$-symmetric diffusions in the case when the measure $\mu$ has a multi-fractal structure. These diffusions include singular time changes of Brownian motion on the unit cube.

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Martin Barlow. Takashi Kumagai. "Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures." Electron. J. Probab. 6 1 - 23, 2001. https://doi.org/10.1214/EJP.v6-82

Information

Accepted: 16 March 2001; Published: 2001
First available in Project Euclid: 19 April 2016

zbMATH: 0974.60061
MathSciNet: MR1831804
Digital Object Identifier: 10.1214/EJP.v6-82

Subjects:
Primary: 60J60
Secondary: 31C25 , 60J65

Keywords: diffusion process , heat equation , multi-fractal , Spectral dimension , Transition density

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