Brownian motion on the Sierpinski gasket (Q1097588): Difference between revisions

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Brownian motion on the Sierpinski gasket
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    Brownian motion on the Sierpinski gasket (English)
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    1988
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    We construct a ``Brownian motion'' taking values in the Sierpinski gasket, a fractal subset of \({\mathbb{R}}^ 2\), and study its properties. This is a diffusion process characterized by local isotropy and homogeneity properties. We show, for example, that the process has a continuous symmetric transition density, \(p_ t(x,y)\), with respect to an appropriate Hausdorff measure and obtain estimates on \(p_ t(x,y)\).
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    Sierpinski gasket
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    diffusion process characterized by local isotropy and homogeneity properties
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    continuous symmetric transition density
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    Hausdorff measure
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