Short time asymptotic behaviour and large deviation for Brownian motion on some affine nested fractals

DOI10.2977/prims/1195145448zbMath0888.60030OpenAlexW1995549815MaRDI QIDQ1364330

Takashi Kumagai

Publication date: 1 June 1998

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/1195145448

zbMATH Keywords

Brownian motionlarge deviationsDirichlet formsfractalsshort time asymptoticsshortest path metric

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (9)

Large deviations for Brownian motion on the Sierpiński gasket ⋮ Itô's formula, the stochastic exponential, and change of measure on general time scales ⋮ Large deviations for Brownian motion on scale irregular Sierpinski gaskets ⋮ Distribution theory on p.c.f. fractals ⋮ Heat Kernel Fluctuations for Stochastic Processes on Fractals and Random Media ⋮ Heat kernel asymptotics for the measurable Riemannian structure on the Sierpinski gasket ⋮ Rademacher-type theorems and Sobolev-to-Lipschitz properties for strongly local Dirichlet spaces ⋮ On uniqueness of maximal coupling for diffusion processes with a reflection ⋮ Smooth bumps, a Borel theorem and partitions of smooth functions on p.c.f. fractals

Cites Work

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• Estimates of transition densities for Brownian motion of nested fractals
• Transition density estimates for Brownian motion on affine nested fractals
• Near-constancy phenomena in branching processes
• Harmonic Calculus on P.C.F. Self-Similar Sets
• Large deviations in the supercritical branching process
• Diffusion processes in a small time interval
• Diffusion processes in a small time interval
• Some Asymptotic Formulas for Wiener Integrals

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