相关论文: Martingale dimensions for fractals

Let X and Y be an m-dimensional F-semimartingale and an n-dimensional H-semimartingale respectively on the same probability space, both enjoying the strong predictable representation property. We propose a martingale representation result…

In a previous paper by the first two authors, a tube formula for fractal sprays was obtained which also applies to a certain class of self-similar fractals. The proof of this formula uses distributional techniques and requires fairly strong…

M. Lapidus and C. Pomerance (1990-1993) and K.J. Falconer (1995) proved that a self-similar fractal in $\mathbb{R}$ is Minkowski-measurable iff it is of non-lattice type. D. Gatzouras (1999) proved that a self-similar fractal in…

We study {\it permeable} sets. These are sets \(\Theta \subset \mathbb{R}^d\) which have the property that each two points \(x,y\in \mathbb{R}^d\) can be connected by a short path \(\gamma\) which has small (or even empty, apart from the…

We consider subsets of the (symbolic) sequence space that are invariant under the action of the semigroup of multiplicative integers. A representative example is the collection of all 0-1 sequences $(x_k)$ such that $x_k x_{2k}=0$ for all…

Since the recent dissertation by Steffen Winter, for certain self-similar sets $F$ the growth behaviour of the Minkowski functionals of the parallel sets $F_\varepsilon := \{x\in \mathbb R^d : d(x,F)\leq \varepsilon\}$ as $\varepsilon…

Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t)$ is a diffusion process satisfying the stochastic differential equation $dX_t=\sigma(t,X)dB_t+b(t,X)dt$, where $\sigma:[0,1]\times C([0,1],\R^n)\to \R^n\otimes…

This work is concerned with the theory of initial and progressive enlargements of a reference filtration F with a random time {\tau}. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of…

The method of spectral decimation is applied to an infinite collection of self--similar fractals. The sets considered belong to the class of nested fractals, and are thus very symmetric. An explicit construction is given to obtain formulas…

Mean Hausdorff dimension is a dynamical version of Hausdorff dimension. It provides a way to dynamicalize geometric measure theory. We pick up the following three classical results of fractal geometry. (1) The calculation of Hausdorff…

We consider two variations on the Mandelbrot fractal percolation model. In the k-fractal percolation model, the d-dimensional unit cube is divided in N^d equal subcubes, k of which are retained while the others are discarded. The procedure…

Anomalous short- and long-time self-diffusion of non-overlapping fractal particles on a percolation cluster with spreading dimension $1.67(2)$ is studied by dynamic Monte Carlo simulations. As reported in Phys. Rev. Lett. 115, 097801…

Algorithmic fractal dimensions quantify the algorithmic information density of individual points and may be defined in terms of Kolmogorov complexity. This work uses these dimensions to bound the classical Hausdorff and packing dimensions…

In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…

We propose that the recently defined persistent homology dimensions are a practical tool for fractal dimension estimation of point samples. We implement an algorithm to estimate the persistent homology dimension, and compare its performance…

Recently, we pointed out that on a class on non exactly decimable fractals two different parameters are required to describe diffusive and vibrational dynamics. This phenomenon we call dynamical dimension splitting is related to the lack of…

A representation of frequency of strings of length K in complete genomes of many organisms in a square has led to seemingly self-similar patterns when K increases. These patterns are caused by under-represented strings with a certain…

The term fractal describes a class of complex structures exhibiting self-similarity across different scales. Fractal patterns can be created by using various techniques such as finite subdivision rules and iterated function systems. In this…

Fractal dimension constitutes the main tool to test for fractal patterns in Euclidean contexts. For this purpose, it is always used the box dimension, since it is easy to calculate, though the Hausdorff dimension, which is the oldest and…

We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained…