Brownian motion in a Brownian crack

DOI10.1214/aoap/1028903448zbMath0937.60081OpenAlexW1991733042MaRDI QIDQ1296602

Davar Khoshnevisan, Krzysztof Burdzy

Publication date: 7 June 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1028903448

zbMATH Keywords

iterated Brownian motiontwo-sided Brownian motioncrack diffusion modeldiffusion on fractal

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Limit theorems in probability theory (60F99)

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Cites Work

• Brownian motion on the Sierpinski gasket
• Pseudo Jordan domains and reflecting Brownian motions
• Symmetric Markov processes
• Dirichlet forms and symmetric Markov processes
• Stochastic calculus for Brownian motion on a Brownian fracture
• Time changes of symmetric Markov processes and a Feynman-Kac formula
• Brownian Motion and Harmonic Analysis on Sierpinski Carpets
• Coupling and Harnack inequalities for Sierpiński carpets
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