Large deviations for Brownian motion on the Sierpiński gasket

DOI10.1016/S0304-4149(99)00075-7zbMath0997.60018WikidataQ127481402 ScholiaQ127481402MaRDI QIDQ1613590

Takashi Kumagai, Gérard Ben Arous

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

diffusionlarge deviationbranching processSierpiński gasketfractal

Mathematics Subject Classification ID

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

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A grain of dust falling through a Sierpinski 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 ⋮ Heat Kernel Fluctuations for Stochastic Processes on Fractals and Random Media ⋮ Asymptotics of the transition probabilities of the simple random walk on self-similar graphs

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