Short time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractals

被引：13
|
作者：
Kumagai, T [1 ]
机构：
[1] NAGOYA UNIV,GRAD SCH POLYMATH,CHIKUSA KU,NAGOYA,AICHI 46401,JAPAN
来源：
PUBLICATIONS OF THE RESEARCH INSTITUTE FOR MATHEMATICAL SCIENCES | 1997年 / 33卷 / 02期
关键词：
D O I：
10.2977/prims/1195145448
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We study so called Varadhan type short time asymptotic estimates of heat kernels and Shilder type large deviation for Brownian motion on some affine nested fractals introduced in [7]. As a corollary to our approach, we obtain sharper estimates of heat kernels for a class of one dimensional diffusion processes studied in [8].
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页码：223 / 240
页数：18
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