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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Kigami, Jun
Format: Électronique eBook
Langue:Inglés
Publié: Providence : American Mathematical Society, 2019.
Collection:Memoirs of the American Mathematical Society ; no. 1250.
Sujets:
Accès en ligne:Texto completo
Description
Résumé: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.
Description matérielle:1 online resource (130 pages)
ISBN:1470452553
9781470452551