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E-book
Author Kigami, Jun

Title Time Changes of the Brownian Motion
Published Providence : American Mathematical Society, 2019

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Description 1 online resource (130 pages)
Series Memoirs of the American Mathematical Society ; no. 1250
Memoirs of the American Mathematical Society ; no. 1250.
Contents Cover; Title page; Chapter 1. Introduction; Chapter 2. Generalized Sierpinski carpets; Chapter 3. Standing assumptions and notations; Chapter 4. Gauge function; Chapter 5. The Brownian motion and the Green function; Chapter 6. Time change of the Brownian motion; Chapter 7. Scaling of the Green function; Chapter 8. Resolvents; Chapter 9. Poincaré inequality; Chapter 10. Heat kernel, existence and continuity; Chapter 11. Measures having weak exponential decay; Chapter 12. Protodistance and diagonal lower estimateof heat kernel; Chapter 13. Proof of Theorem 1.1
Chapter 14. Random measures having weak exponential decayChapter 15. Volume doubling measure and sub-Gaussian heat kernel estimate; Chapter 16. Examples; Chapter 17. Construction of metrics from gauge function; Chapter 18. Metrics and quasimetrics; Chapter 19. Protodistance and the volume doubling property; Chapter 20. Upper estimate of _{ }(,); Chapter 21. Lower estimate of _{ }(,); Chapter 22. Non existence of super-Gaussian heat kernel behavior; Bibliography; List of Notations; Index; Back Cover
Summary In this paper, time changes of the Brownian motions on generalized Sierpinski carpets including n-dimensional cube [0, 1]̂n are studied. Intuitively time change corresponds to alteration to density of the medium where the heat flows. In case of the Brownian motion on [0, 1]̂n, density of the medium is homogeneous and represented by the Lebesgue measure. The author's study includes densities which are singular to the homogeneous one. He establishes a rich class of measures called measures having weak exponential decay. This class contains measures which are singular to the homogeneous one such
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Subject Brownian motion processes.
Mathematical analysis.
Heat -- Transmission.
heat transmission.
Análisis matemático
Movimientos brownianos
Calor-Transmisión
Brownian motion processes
Heat -- Transmission
Mathematical analysis
Form Electronic book
ISBN 1470452553
9781470452551