Article ID Journal Published Year Pages File Type
1156373 Stochastic Processes and their Applications 2006 15 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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