Singular time changes of diffusions on Sierpinski carpets

Hirofumi Osada

Stochastic Processes and their Applications, 2006, vol. 116, issue 4, 675-689

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.

Keywords: Diffusion; Sierpinski; carpet; Fractal; Time; change; Dirichlet; form (search for similar items in EconPapers)
Date: 2006
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