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Singular time changes of diffusions on Sierpinski carpets

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  • Osada, Hirofumi

Abstract

In this study we construct self-similar diffusions on the Sierpinski carpet that are reversible with respect to the Hausdorff measure. The diffusions are obtained from self-similar diffusions reversible with respect to self-similar measures, which are singular to the Hausdorff measure. To do this we introduce a new sufficient condition for the continuity of sample paths to be preserved by a singular time change.

Suggested Citation

  • Osada, Hirofumi, 2006. "Singular time changes of diffusions on Sierpinski carpets," Stochastic Processes and their Applications, Elsevier, vol. 116(4), pages 675-689, April.
    • Handle: RePEc:eee:spapps:v:116:y:2006:i:4:p:675-689
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