Stochastic area for Brownian motion on the Sierpiński gasket
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Publication:1307071
DOI10.1214/aop/1022855414zbMath0936.60073OpenAlexW1974454168MaRDI QIDQ1307071
Benjamin M. Hambly, Terence J. Lyons
Publication date: 25 May 2000
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022855414
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60)
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Cites Work
- Brownian motion on the Sierpinski gasket
- On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
- Differential equations driven by rough signals
- On the relation between ordinary and stochastic differential equations
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- Unnamed Item
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