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 Electronic Journal of Probability > Vol. 6 (2001) > Paper 9 open journal systems 


Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures

Martin T. Barlow, University of British Columbia
Takashi Kumagai, Kyoto University


Abstract
We study the asymptotics as $t to 0$ of the transition density of a class of $mu$-symmetric diffusions in the case when the measure $mu$ has a multi-fractal structure. These diffusions include singular time changes of Brownian motion on the unit cube.


Full text: PDF

Pages: 1-23

Published on: March 16, 2001
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Electronic Journal of Probability. ISSN: 1083-6489