Cargando…

Time Changes of the Brownian Motion.

In this paper, time changes of the Brownian motions on generalized Sierpinski carpets including n-dimensional cube [0, 1]^n are studied. Intuitively time change corresponds to alteration to density of the medium where the heat flows. In case of the Brownian motion on [0, 1]^n, density of the medium...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Kigami, Jun
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Providence : American Mathematical Society, 2019.
Colección:Memoirs of the American Mathematical Society ; no. 1250.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:In this paper, time changes of the Brownian motions on generalized Sierpinski carpets including n-dimensional cube [0, 1]^n are studied. Intuitively time change corresponds to alteration to density of the medium where the heat flows. In case of the Brownian motion on [0, 1]^n, density of the medium is homogeneous and represented by the Lebesgue measure. The author's study includes densities which are singular to the homogeneous one. He establishes a rich class of measures called measures having weak exponential decay. This class contains measures which are singular to the homogeneous one such.
Descripción Física:1 online resource (130 pages)
ISBN:1470452553
9781470452551