Self-similar Markov processes on Cantor set

Research output: Contribution to journalArticle

Abstract

We define analogues of Brownian motion on the triadic Cantor set by introducing a few natural requirements on the Markov semigroup. We give a detailed description of these symmetric self-similar processes and study their properties such as mixing and moment asymptotics.
Original languageEnglish (US)
Article number0810.3260
JournalarXiv
StatePublished - Oct 17 2008

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Markov Semigroups
Self-similar Processes
Cantor set
Markov Process
Brownian motion
Moment
Analogue
Requirements

Keywords

  • math.PR
  • 60G18;60J75;28A80

Cite this

Self-similar Markov processes on Cantor set. / Bakhtin, Yury.

In: arXiv, 17.10.2008.

Research output: Contribution to journalArticle

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