相关论文: Martingale dimensions for fractals
We describe some recent results on the dimensions of linear projections of self-affine fractals, focusing in particular on an upper bound for the dimension of the projected image. We give a self-contained treatment of this bound and…
Most of the known methods for estimating the fractal dimension of fractal sets are based on the evaluation of a single geometric characteristic, e.g. the volume of its parallel sets. We propose a method involving the evaluation of several…
Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see [1983, Z. Wahrsch.…
We investigate dimension-theoretic properties of concentric topological spheres, which are fractal sets emerging both in pure and applied mathematics. We calculate the box dimension and Assouad spectrum of such collections, and use them to…
A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its…
Theorems and explicit examples are used to show how transformations between self-similar sets (general sense) may be continuous almost everywhere with respect to stationary measures on the sets and may be used to carry well known flows and…
Uniform-in-time bounds of nonnegative classical solutions to reaction-diffusion systems in all space dimension are proved. The systems are assumed to dissipate the total mass and to have locally Lipschitz nonlinearities of at most (slightly…
The fractal scaling properties of turbulent premixed flame fronts have been investigated and considered for modelling sub-grid scales in the Large-Eddy-Simulation framework. Since the width of such thin reaction fronts cannot be resolved…
We establish variational principles for the Hausdorff and packing dimensions of a class of statistically self-affine sponges, including in particular fractal percolation sets obtained from Bara\'nski and Gatzouras-Lalley carpets and…
We introduce a fractal dimension for a metric space defined in terms of the persistent homology of extremal subsets of that space. We exhibit hypotheses under which this dimension is comparable to the upper box dimension; in particular, the…
We prove the existence of fractal solutions to a class of linear ordinary differential equations.This reveals the possibility of chaos in the very short time limit of the evolution even of a linear one dimensional dynamical system.
Self-projective sets are natural fractal sets which describe the action of a semigroup of matrices on projective space. In recent years there has been growing interest in studying the dimension theory of self-projective sets, as well as…
We prove that for any martingale with respect to a biparameter atomic filtration satisfying $(F_4)$ condition there is a martingale having the same joint distribution but with respect to the canonical $(F_4)$ filtration. Even in one…
We show that the fractal curvature measures of invariant sets of one-dimensional conformal iterated function systems satisfying the open set condition exist, if and only if the associated geometric potential function is nonlattice.…
In this paper we consider fractal percolation random Cantor sets $E$ on the plane constructed with non-homogeneous probabilities. We focus on the case when the probabilities are large enough to guarantee that the almost sure dimension of…
This paper contains a comparative study of two families of simple curves drawn in the plane. On the one hand, we have the fractal curves on the unit interval, with self-similar structure, which have associated a Hausdorff dimension. On the…
In this paper (Shivamoggi et al.), we explore a variant for the simple model based on a binomial multiplicative process of Meneveau and Sreenivasan that mimics the multi-fractal nature of the energy dissipation field in the inertial range…
Static structure factors are computed for large-scale, mechanically stable, jammed packings of frictionless spheres (three dimensions) and disks (two dimensions) with broad, power-law size dispersity characterized by the exponent $-\beta$.…
Given a real valued and time-inhomogeneous martingale diffusion X, we investigate the properties of functions defined by the conditional expectation f(t,X_t)=E[g(X_T)|F_t]. We show that whenever g is monotonic or Lipschitz continuous then…
We discuss a number of techniques for determining the Minkowski dimension of bounded subsets of some Euclidean space of any dimension, including: the box-counting dimension and equivalent definitions based on various box-counting functions;…