Exotic Brownian motions

被引：1
|
作者：
Osada, Hirofumi [1 ]
机构：
[1] Kyushu Univ 33, Fac Math, Fukuoka 8128581, Japan
来源：
KYUSHU JOURNAL OF MATHEMATICS | 2007年 / 61卷 / 01期
关键词：
diffusion; Sierpinski carpet; fractal; Dirichlet form;
D O I：
10.2206/kyushujm.61.233
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We develop a method to construct diffusions on singular sets. Our method can be applied to various fractal sets including Sierpinski carpets, the Sierpinski gasket and the Menger sponge.
引用
收藏
页码：233 / 257
页数：25
相关论文
共 50 条
  • [41] ON THE MULTIPLE TIME SET OF BROWNIAN MOTIONS
    ZHOU XIANYIN(Department of Matehematics
    Chinese Annals of Mathematics, 1994, (02) : 225 - 234
  • [42] The Bethe ansatz for sticky Brownian motions
    Brockington, Dom
    Warren, Jon
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 162 : 1 - 48
  • [43] On the duality between coalescing Brownian motions
    Xiong, J
    Zhou, XW
    CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 2005, 57 (01): : 204 - 224
  • [44] Generalized Brownian motions with application to finance
    Chung, DM
    Lee, JH
    JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2006, 43 (02) : 357 - 371
  • [45] Level sets of multiparameter Brownian motions
    Mountford, TS
    Nualart, E
    ELECTRONIC JOURNAL OF PROBABILITY, 2004, 9 : 594 - 614
  • [46] Modelling and analysis of fractional Brownian motions
    Magre, O
    Guglielmi, M
    CHAOS SOLITONS & FRACTALS, 1997, 8 (03) : 377 - 388
  • [47] Fick Law and Sticky Brownian Motions
    Thu Dang Thien Nguyen
    JOURNAL OF STATISTICAL PHYSICS, 2019, 174 (02) : 494 - 518
  • [48] Moments of Brownian motions on Lie groups
    Voit, M
    MONATSHEFTE FUR MATHEMATIK, 2005, 145 (03): : 247 - 260
  • [49] WEAK CONVERGENCE OF REFLECTING BROWNIAN MOTIONS
    Burdzy, Krzysztof
    Chen, Zhen-Qing
    ELECTRONIC COMMUNICATIONS IN PROBABILITY, 1998, 3 : 29 - 33
  • [50] Stationary states of interacting Brownian motions
    Fritz, J
    Roelly, S
    Zessin, H
    STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA, 1998, 34 (1-3) : 151 - 164
12345