Upper estimate of martingale dimension for self-similar fractals
Probability
2013-07-30 v2
Abstract
We study upper estimates of the martingale dimension 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 for natural diffusions on post-critically finite self-similar sets and that 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