Publications of the Research Institute for Mathematical Sciences · 1989 · 207 citations · 4 references
EngineeringMathematicsProbability TheoryStochastic ProcessesBrownian MotionDiffusion ProcessesFractal GeometryMarkov ProcessesProbability DistributionsDirichlet ProcessesFractal AnalysisFractal DimensionMarkov Diffusion ProcessesMartingale ProblemsMartingale RepresentationRandom Matrices
The author studies Dirichlet forms on fractals. He constructs some local Dirichlet forms on abstract fractal sets by using products of random matrices. Also, he studies the martingale dimension of the associated diffusion processes and its self-similarity.
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Brownian motion on the Sierpinski gasket
Martin T. Barlow, Edwin Perkins · Probability Theory and Related Fields · 1988 · 544 citations · Full text
Brownian motion on nested fractals
Tom Lindstrøm · Memoirs of the American Mathematical Society · 1990 · 325 citations · Full text
A harmonic calculus on the Sierpinski spaces
Jun Kigami · Japan Journal of Applied Mathematics · 1989 · 277 citations