Related papers: Brownian motion on the Sierpinski carpet

We give a short, self-contained analytic proof of the existence of self-similar Dirichlet forms on pillow-type carpets, a family of infinitely ramified fractals that includes the Sierpi\'nski carpet.

The main purpose of this paper is to explore the structure of regular subspaces of 1-dim Brownian motion. As outlined in \cite{FMG} every such regular subspace can be characterized by a measure-dense set $G$. When $G$ is open, $F=G^c$ is…

We prove the Boundary Harnack Principle related to fractional powers of Laplacian for some natural regions in the two-dimensional Sierpinski carpet. This is a natual application of a probabilistic method based on the Ikeda-Watanabe formula

We show that the spine of the Fleming-Viot process driven by Brownian motion in a bounded Lipschitz domain with Lipschitz constant less than 1 converges to Brownian motion conditioned to stay in the domain forever.

We prove strong existence and uniqueness for a reflection process $X$ in a smooth, bounded domain $D$ that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter $S$, which…

Kusuoka and Zhou have defined the Laplacian on the Sierpinski carpet using average values of functions on small cells and the graph structure of cell adjacency. We have implemented an algorithm that uses their method to approximate…

We construct a self-similar local regular Dirichlet form on the Sierpi\'nski gasket using $\Gamma$-convergence of stable-like non-local closed forms. As a continuation of a recent paper by Grigor'yan and the author, we give the first…

We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…

Given a strongly local Dirichlet space and $\lambda\geq 0$, we introduce a new notion of $\lambda$--subharmonicity for $L^1_\loc$--functions, which we call \emph{local $\lambda$--shift defectivity}, and which turns out to be equivalent to…

We consider spacelike surfaces in the four-dimensional Minkowski space and introduce geometrically an invariant linear map of Weingarten-type in the tangent plane at any point of the surface under consideration. This allows us to introduce…

We provide a rich family of self-similar sets, called locally symmetric polygon-based self-similar sets, as examples of metric spaces having conductive homogeneity, which was introduced as a sufficient condition for the construction of…

Let $D$ be an unbounded domain in $\RR^d$ with $d\geq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $\overline D$ is transient. Next assume that RBM $X$ on $\overline D$…

An embedding of the group $\Diff(S^{1})$ of orientation preserving diffeomorphims of the unit circle $S^1$ into an infinite-dimensional symplectic group, $\Sp(\infty)$, is studied. The authors prove that this embedding is not surjective. A…

We obtain a nature generalization for an affine Sierpinski carpet and Sierpinski triangle to $n$-dimensional space, by using the generations and characterizations of affinely-equivalent Sierpinski carpet. Exactly, in this paper, a Menger…

We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…

We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…

In this paper, it is presented the well known aspect of non linearity of internal human body structures. Similarity on the basis of the Fractional Brownian Motion from the static ones, as the geometrical fractals like the Intestine and…

In convex bounded domains in R^n with n >= 3, we establish interior pointwise upper bounds for the Dirichlet Green's function of elliptic operators in the unit ball B(0,1) in R^n, n >= 3, whose principal part is the Laplacian and which…

We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…