Proceedings of the London Mathematical Society · 2009 · 52 citations · 15 references
EngineeringMathematicsDerivativesProbability TheoryStochastic ProcessesDiffusion ProcessesFractal GeometryStochastic CalculusDirichlet ProcessesFractal Dimension
We introduce the concept of index for regular Dirichlet forms by means of energy measures, and discuss its properties. In particular, it is proved that the index of strong local regular Dirichlet forms is identical with the martingale dimension of the associated diffusion processes. As an application, a class of self-similar fractals is taken up as an underlying space. We prove that first-order derivatives can be defined for functions in the domain of the Dirichlet forms and their total energies are represented as the square integrals of the derivatives.
15
On Square Integrable Martingales
Hiroshi Kunita, Shinzo Watanabe · Nagoya Mathematical Journal · 1967 · 627 citations · Full text
Composite Media and Asymptotic Dirichlet Forms
U. Mosco · Journal of Functional Analysis · 1994 · 341 citations
Brownian motion on nested fractals
Tom Lindstrøm · Memoirs of the American Mathematical Society · 1990 · 325 citations · Full text
K. J. Falconer · Bulletin of the London Mathematical Society · 2002 · 189 citations