Short Time Asymptotic Behaviour and Large Deviation for Brownian Motion on Some Affine Nested Fractals | Zendy

Takashi Kumagai | Zendy

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Short Time Asymptotic Behaviour and Large Deviation for Brownian Motion on Some Affine Nested Fractals

Author(s) -

Takashi Kumagai

Publication year - 1997

Publication title -

publications of the research institute for mathematical sciences

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.786

H-Index - 39

eISSN - 1663-4926

pISSN - 0034-5318

DOI - 10.2977/prims/1195145448

Subject(s) - mathematics , affine transformation , brownian motion , fractal , fractional brownian motion , statistical physics , mathematical analysis , pure mathematics , calculus (dental) , statistics , physics , medicine , orthodontics

We study so called Varadhan type short time asymptotic estimates of heat kernels and Shilder type large deviation for Brownian motion on some affme nested fractals introduced in [7]. As a corollary to our approach, we obtain sharper estimates of heat kernels for a class of one dimensional diffusion processes studied in [8].

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