Time-changes of stochastic processes associated with resistance forms

David Croydon, Ben Hambly, Takashi Kumagai

研究成果: Article査読

10 被引用数 (Scopus)

抄録

Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a corollary of this, we obtain the convergence of time-changed processes. Examples of our main results include scaling limits of Liouville Brownian motion, the Bouchaud trap model and the random conductance model on trees and self-similar fractals. For the latter two models, we show that under some assumptions the limiting process is a FIN diffusion on the relevant space.

本文言語English
論文番号82
ジャーナルElectronic Journal of Probability
22
DOI
出版ステータスPublished - 2017
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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