English

Upper estimate of martingale dimension for self-similar fractals

Probability 2013-07-30 v2

Abstract

We study upper estimates of the martingale dimension dmd_m of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that dm=1d_m=1 for natural diffusions on post-critically finite self-similar sets and that dmd_m is dominated by the spectral dimension for the Brownian motion on Sierpinski carpets.

Keywords

Cite

@article{arxiv.1205.5617,
  title  = {Upper estimate of martingale dimension for self-similar fractals},
  author = {Masanori Hino},
  journal= {arXiv preprint arXiv:1205.5617},
  year   = {2013}
}

Comments

49 pages, 7 figures; minor revision with adding a reference