Time-changes of stochastic processes associated with resistance forms
Probability
2016-09-08 v1
Abstract
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a corollary of this, we obtain the convergence of time-changed processes. Examples of our main results include scaling limits of Liouville Brownian motion, the Bouchaud trap model and the random conductance model on trees and self-similar fractals. For the latter two models, we show that under some assumptions the limiting process is a FIN diffusion on the relevant space.
Keywords
Cite
@article{arxiv.1609.02120,
title = {Time-changes of stochastic processes associated with resistance forms},
author = {D. A. Croydon and B. M. Hambly and T. Kumagai},
journal= {arXiv preprint arXiv:1609.02120},
year = {2016}
}
Comments
3 figures