Estimates of the transition densities for the reflected Brownian motion on simple nested fractals

IF 0.4 4区 数学 Q4 STATISTICS & PROBABILITY
M. Olszewski
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引用次数: 4

Abstract

We give sharp two-sided estimates for the functions gMt, x, y and gMt, x, y − gt, x, y, where gMt, x, y are the transition probability densities of the reflected Brownian motion on an Mcomplex of order M ∈ Z of an unbounded planar simple nested fractal and gt, x, y are the transition probability densities of the “free” Brownian motion on this fractal. This is done for a large class of planar simple nested fractals with the good labeling property.
简单嵌套分形上反射布朗运动的跃迁密度估计
我们给出了函数gMt, x, y和gMt, x, y - gt, x, y的尖锐的双面估计,其中gMt, x, y是无界平面简单嵌套分形的M∈Z阶复形上反射布朗运动的转移概率密度,gt, x, y是该分形上“自由”布朗运动的转移概率密度。这是对一类具有良好标记特性的平面简单嵌套分形进行的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
CiteScore
0.70
自引率
0.00%
发文量
0
审稿时长
>12 weeks
期刊介绍: PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.
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