Singular time changes of diffusions on Sierpinski carpets

Hirofumi Osada

    Research output: Contribution to journalArticlepeer-review

    2 Citations (Scopus)

    Abstract

    In this study we construct self-similar diffusions on the Sierpinski carpet that are reversible with respect to the Hausdorff measure. The diffusions are obtained from self-similar diffusions reversible with respect to self-similar measures, which are singular to the Hausdorff measure. To do this we introduce a new sufficient condition for the continuity of sample paths to be preserved by a singular time change.

    Original languageEnglish
    Pages (from-to)675-689
    Number of pages15
    JournalStochastic Processes and their Applications
    Volume116
    Issue number4
    DOIs
    Publication statusPublished - Apr 2006

    All Science Journal Classification (ASJC) codes

    • Statistics and Probability
    • Modelling and Simulation
    • Applied Mathematics

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