{"title":"Estimates of the transition densities for the reflected Brownian motion on simple nested fractals","authors":"M. Olszewski","doi":"10.19195/0208-4147.39.2.10","DOIUrl":null,"url":null,"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.","PeriodicalId":48996,"journal":{"name":"Probability and Mathematical Statistics-Poland","volume":" ","pages":""},"PeriodicalIF":0.4000,"publicationDate":"2018-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability and Mathematical Statistics-Poland","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.19195/0208-4147.39.2.10","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.
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.