Some asymptotic estimates of transition probability densities for generalized diffusion processes with self-similar speed measures

DOI10.2977/PRIMS/1195170736zbMath0743.60076OpenAlexW2131103035MaRDI QIDQ1173970

Takahiko Fujita

Publication date: 25 June 1992

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195170736

zbMATH Keywords

spectral dimensionfractal theorystrong Markov processesspeed measureself- similarity

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (9)

Simple fractal calculus from fractal arithmetic ⋮ Transition density estimates for Brownian motion on affine nested fractals ⋮ Short time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractals ⋮ Fourier transforms on Cantor sets: a study in non-Diophantine arithmetic and calculus ⋮ Sub- and super-diffusion on Cantor sets: beyond the paradox ⋮ Homogenization on disconnected selfsimilar fractal sets in \(\mathbb{R}\) ⋮ Weyl's problem for the spectral distribution of Laplacians on P.C.F. self-similar fractals ⋮ Diffusion processes in Brownian environments on disconnected selfsimilar fractal sets in \(\mathbb{R}\) ⋮ Resistance forms, quasisymmetric maps and heat kernel estimates

Cites Work

• Brownian motion on the Sierpinski gasket
• Spectral distribution of a differential operator
• Singular Functions Associated with Markov Chains
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