Transition Density Asymptotics for Some Diffusion Processes with Multi-Fractal Structures

Martin T. Barlow (University of British Columbia)
Takashi Kumagai (Kyoto University)

Abstract


We study the asymptotics as $t \to 0$ of the transition density of a class of $\mu$-symmetric diffusions in the case when the measure $\mu$ has a multi-fractal structure. These diffusions include singular time changes of Brownian motion on the unit cube.

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Pages: 1-23

Publication Date: March 16, 2001

DOI: 10.1214/EJP.v6-82

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